+75.6%
IVV vs DASH
-18.7%
+94.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -0.9% | -10.2% | +9.3% | +0.9% |
| 30D | -2.3% | -8.2% | +5.9% | -1.1% |
| 3M | -1.2% | -15.9% | +14.8% | +1.4% |
| 6M | +3.3% | +13.3% | -10.0% | 0.0% |
| YTD | +12.3% | -21.3% | +33.6% | +15.4% |
| 1Y | +12.5% | -11.1% | +23.7% | +12.8% |
| 3Y | +79.2% | +103.8% | -24.6% | +52.1% |
| 5Y | +75.6% | -21.6% | +97.3% | +53.0% |
| All | +75.6% | -18.7% | +94.3% | +53.0% |
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 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