+7.4%
DASH vs IEFA
+52.2%
-44.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.8% | -4.8% |
| 7D | -10.6% | +0.6% | -11.2% | -11.3% |
| 30D | +2.2% | +1.0% | +1.1% | +0.6% |
| 3M | +32.3% | +4.7% | +27.6% | +23.5% |
| 6M | +19.1% | +8.6% | +10.5% | +4.5% |
| YTD | -6.5% | +14.8% | -21.4% | -25.2% |
| 1Y | -14.9% | +22.6% | -37.5% | -38.5% |
| 3Y | +151.9% | +67.0% | +84.9% | +4.5% |
| All | +7.4% | +52.2% | -44.8% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling