-29.3%
DASH vs IEFA
+47.3%
-76.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.8% | -0.8% |
| 7D | -4.5% | +2.2% | -6.7% | -7.6% |
| 30D | -6.8% | +1.1% | -7.9% | -7.8% |
| 3M | -20.7% | -4.3% | -16.4% | -15.3% |
| 6M | +15.1% | +1.4% | +13.7% | +12.7% |
| YTD | -24.3% | +10.1% | -34.3% | -35.6% |
| 1Y | -12.1% | +12.9% | -25.0% | -28.2% |
| 3Y | +91.1% | +65.8% | +25.3% | -22.9% |
| All | -29.3% | +47.3% | -76.6% | -65.3% |
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 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