+5.8%
DASH vs IEMG
+60.9%
-55.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.1% | -5.4% | -5.4% |
| 7D | -11.2% | +2.8% | -14.0% | -14.1% |
| 30D | -7.3% | +4.6% | -12.0% | -12.4% |
| 3M | +31.4% | +5.5% | +25.9% | +20.8% |
| 6M | +11.9% | +19.7% | -7.8% | -15.9% |
| YTD | -11.5% | +25.5% | -37.0% | -38.8% |
| 1Y | -20.0% | +35.5% | -55.5% | -50.6% |
| 3Y | +143.9% | +88.0% | +56.0% | -13.3% |
| 5Y | -0.2% | +50.6% | -50.8% | -48.4% |
| All | +5.8% | +60.9% | -55.1% | -50.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling