+11.7%
DASH vs IEMG
+60.8%
-49.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.7% | -6.3% | -6.5% |
| 7D | -10.6% | +2.2% | -12.8% | -12.9% |
| 30D | +2.2% | +4.6% | -2.5% | -3.5% |
| 3M | +32.3% | +0.4% | +31.9% | +28.8% |
| 6M | +19.1% | +16.4% | +2.8% | -7.0% |
| YTD | -6.5% | +25.4% | -32.0% | -35.3% |
| 1Y | -14.9% | +38.3% | -53.2% | -49.0% |
| 3Y | +151.9% | +84.1% | +67.9% | -7.1% |
| 5Y | +9.4% | +49.0% | -39.5% | -42.7% |
| All | +11.7% | +60.8% | -49.1% | -47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling