+37.7%
IGV vs DASH
+108.9%
-71.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.6% |
| 7D | -2.3% | -2.8% | +0.5% | -1.5% |
| 30D | -11.0% | -9.3% | -1.7% | -8.5% |
| 3M | -4.5% | -15.1% | +10.6% | -0.1% |
| 6M | +10.1% | +8.7% | +1.4% | +4.6% |
| YTD | -5.1% | -21.3% | +16.2% | +0.1% |
| 1Y | -10.2% | -12.7% | +2.4% | -8.9% |
| 3Y | +37.7% | +103.8% | -66.0% | +7.0% |
| All | +37.7% | +108.9% | -71.2% | +7.0% |
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