-23.1%
DASH vs IEMG
+34.4%
-57.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -12.8% | +1.6% | -14.4% | -13.3% |
| 30D | -6.0% | +4.6% | -10.6% | -7.5% |
| 3M | +26.7% | +4.8% | +21.9% | +24.0% |
| 6M | +11.7% | +16.8% | -5.1% | +1.4% |
| YTD | -12.9% | +24.8% | -37.8% | -26.3% |
| 1Y | -23.1% | +34.3% | -57.4% | -39.3% |
| All | -23.1% | +34.4% | -57.5% | -39.3% |
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