-5.9%
DASH vs IEFA
+71.3%
-77.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.4% |
| 7D | -10.2% | -1.1% | -9.2% | -8.7% |
| 30D | -8.2% | +1.3% | -9.5% | -9.5% |
| 3M | -15.9% | -3.2% | -12.7% | -11.8% |
| 6M | +13.3% | +2.0% | +11.3% | +10.1% |
| YTD | -21.3% | +10.7% | -32.0% | -33.1% |
| 1Y | -11.1% | +13.0% | -24.1% | -26.8% |
| 3Y | +103.8% | +67.1% | +36.7% | -14.0% |
| 5Y | -21.6% | +49.4% | -71.0% | -60.5% |
| All | -5.9% | +71.3% | -77.2% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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