+144.6%
IEFA vs DAR
+366.1%
-221.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.4% |
| 7D | -1.6% | -0.1% | -1.4% | -1.6% |
| 30D | -1.5% | +2.6% | -4.1% | -2.2% |
| 3M | +3.4% | +14.2% | -10.8% | 0.0% |
| 6M | +9.5% | +17.2% | -7.7% | +4.9% |
| YTD | +13.0% | +80.9% | -67.8% | -2.0% |
| 1Y | +18.0% | +104.0% | -86.0% | -1.1% |
| 3Y | +65.4% | +3.6% | +61.7% | +57.9% |
| 5Y | +51.6% | -7.8% | +59.3% | +44.1% |
| All | +144.6% | +366.1% | -221.5% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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