-11.6%
DASH vs IEFA
+11.8%
-23.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.6% |
| 7D | -4.1% | +1.3% | -5.4% | -5.1% |
| 30D | -10.6% | +0.1% | -10.7% | -10.3% |
| 3M | -18.8% | -4.2% | -14.6% | -16.3% |
| 6M | +11.2% | +1.9% | +9.3% | +10.4% |
| YTD | -23.8% | +9.9% | -33.7% | -27.9% |
| All | -11.6% | +11.8% | -23.3% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling