+43.9%
IGV vs DASH
+152.1%
-108.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.4% | -0.7% |
| 7D | -4.5% | -10.6% | +6.1% | -0.9% |
| 30D | +3.2% | +2.2% | +1.1% | +2.2% |
| 3M | +4.5% | +32.3% | -27.7% | -5.7% |
| 6M | +22.1% | +19.1% | +3.0% | +13.5% |
| YTD | -1.0% | -6.5% | +5.5% | -0.8% |
| 1Y | -2.1% | -14.9% | +12.8% | +0.1% |
| All | +43.9% | +152.1% | -108.2% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DASH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling