-5.2%
DASH vs IEF
-9.9%
+4.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | -6.0% | +3.1% | -9.1% | -8.1% |
| 3M | -15.8% | -0.5% | -15.3% | -15.5% |
| 6M | +7.0% | -1.6% | +8.6% | +8.2% |
| YTD | -20.7% | -1.6% | -19.1% | -19.8% |
| 1Y | -8.5% | -1.5% | -7.1% | -7.6% |
| 3Y | +101.8% | +12.4% | +89.4% | +80.9% |
| 5Y | -9.6% | -7.5% | -2.1% | -12.1% |
| All | -5.2% | -9.9% | +4.7% | -19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling