+11.2%
IGV vs DASH
-9.9%
+21.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -5.2% | +0.4% | -5.6% | -5.6% |
| 30D | -10.0% | -6.0% | -3.9% | -8.7% |
| 3M | -0.5% | -15.8% | +15.2% | +4.0% |
| 6M | +12.6% | +7.0% | +5.6% | +8.1% |
| YTD | -6.4% | -20.7% | +14.2% | -1.6% |
| 1Y | -9.5% | -8.5% | -1.0% | -9.4% |
| 3Y | +41.7% | +101.8% | -60.1% | +7.5% |
| All | +11.2% | -9.9% | +21.1% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling