+101.8%
DASH vs IEFA
+61.4%
+40.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.6% |
| 7D | +0.4% | -1.6% | +1.9% | +2.3% |
| 30D | -6.0% | -1.5% | -4.6% | -4.3% |
| 3M | -15.8% | -5.2% | -10.6% | -11.3% |
| 6M | +7.0% | -1.6% | +8.6% | +8.8% |
| YTD | -20.7% | +7.7% | -28.4% | -26.1% |
| 1Y | -8.5% | +12.2% | -20.8% | -18.3% |
| 3Y | +101.8% | +62.1% | +39.7% | +22.3% |
| All | +101.8% | +61.4% | +40.4% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling