+114.1%
DASH vs IEMG
+68.4%
+45.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.1% | -0.9% |
| 7D | -4.8% | -0.1% | -4.6% | -4.5% |
| 30D | -7.9% | -8.8% | +0.9% | -3.1% |
| 3M | -16.3% | -7.2% | -9.2% | -13.0% |
| 6M | +10.4% | -9.8% | +20.2% | +15.6% |
| YTD | -20.1% | +11.4% | -31.5% | -29.5% |
| 1Y | -11.4% | +13.2% | -24.6% | -23.0% |
| 3Y | +114.1% | +70.0% | +44.0% | +30.5% |
| All | +114.1% | +68.4% | +45.7% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling