-4.5%
DASH vs IEFA
+71.7%
-76.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | -3.5% |
| 7D | -4.8% | +1.1% | -5.9% | -5.9% |
| 30D | -7.9% | +1.2% | -9.1% | -9.1% |
| 3M | -16.3% | -3.4% | -13.0% | -12.0% |
| 6M | +10.4% | +2.0% | +8.4% | +7.2% |
| YTD | -20.1% | +11.0% | -31.1% | -32.3% |
| 1Y | -11.4% | +15.2% | -26.7% | -29.3% |
| 3Y | +114.1% | +68.4% | +45.7% | -10.8% |
| 5Y | -5.8% | +48.4% | -54.2% | -52.4% |
| All | -4.5% | +71.7% | -76.2% | -53.8% |
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