-4.5%
DASH vs IEF
-9.9%
+5.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -4.8% | +0.3% | -5.1% | -5.0% |
| 30D | -7.9% | +2.7% | -10.6% | -9.6% |
| 3M | -16.3% | -0.8% | -15.5% | -15.9% |
| 6M | +10.4% | -1.7% | +12.0% | +11.7% |
| YTD | -20.1% | -1.6% | -18.5% | -19.2% |
| 1Y | -11.4% | -1.6% | -9.9% | -10.5% |
| 3Y | +114.1% | +12.4% | +101.7% | +91.9% |
| 5Y | -5.8% | -7.6% | +1.8% | -8.4% |
| All | -4.5% | -9.9% | +5.4% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 10y: compounded portfolio wealth divided by compounded IEF 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…
10y analysis · Full analysis span regression · 6 months rolling