+117.4%
IVV vs DASH
-1.1%
+118.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -9.4% | +5.0% | -3.0% |
| 7D | -4.8% | +0.5% | -5.3% | -4.9% |
| 30D | -5.9% | -7.1% | +1.2% | -5.1% |
| 3M | -4.5% | -13.2% | +8.7% | -2.9% |
| 6M | +1.8% | +8.3% | -6.5% | -0.2% |
| YTD | +8.4% | -20.6% | +28.9% | +10.7% |
| 1Y | +9.4% | -24.4% | +33.8% | +12.0% |
| 3Y | +75.3% | +94.5% | -19.3% | +55.2% |
| 5Y | +67.8% | -9.4% | +77.2% | +46.5% |
| All | +117.4% | -1.1% | +118.6% | +87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling