+11.7%
DASH vs IEFA
+77.7%
-66.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +23.7% |
| 6M | +19.1% | +8.6% | +10.5% | +4.7% |
| YTD | -6.5% | +14.8% | -21.4% | -24.8% |
| 1Y | -14.9% | +22.6% | -37.5% | -38.1% |
| 3Y | +151.9% | +67.0% | +84.9% | +8.1% |
| 5Y | +9.4% | +52.3% | -42.8% | -47.0% |
| All | +11.7% | +77.7% | -66.0% | -48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling