-17.2%
DASH vs IEMG
+13.6%
-30.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.9% | +7.4% | +8.1% |
| 7D | +17.2% | -3.1% | +20.3% | +18.2% |
| 30D | +3.6% | -10.3% | +13.9% | +6.7% |
| 3M | -1.9% | -6.6% | +4.7% | -0.1% |
| 6M | +15.1% | -3.9% | +18.9% | +14.3% |
| YTD | -12.3% | +12.4% | -24.7% | -21.3% |
| 1Y | -17.2% | +13.9% | -31.1% | -27.4% |
| All | -17.2% | +13.6% | -30.8% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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