+153.0%
DASH vs IEF
+10.0%
+143.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | -10.6% | -0.3% | -10.3% | -10.5% |
| 30D | +2.2% | -0.8% | +2.9% | +2.4% |
| 3M | +32.3% | -1.0% | +33.2% | +32.7% |
| 6M | +19.1% | -2.8% | +21.9% | +19.7% |
| YTD | -6.5% | -1.5% | -5.0% | -6.2% |
| 1Y | -14.9% | -0.4% | -14.5% | -14.8% |
| All | +153.0% | +10.0% | +143.1% | +128.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling