+215.7%
IEFA vs DAR
+300.7%
-85.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -1.2% |
| 7D | +1.2% | -0.9% | +2.0% | +1.3% |
| 30D | -0.6% | +13.0% | -13.5% | -3.4% |
| 3M | +6.2% | +15.0% | -8.8% | +2.5% |
| 6M | +11.2% | +26.8% | -15.7% | +4.7% |
| YTD | +14.2% | +86.4% | -72.2% | -1.4% |
| 1Y | +20.0% | +115.1% | -95.1% | -0.3% |
| 3Y | +68.8% | +14.6% | +54.2% | +56.8% |
| 5Y | +52.7% | -8.8% | +61.4% | +45.4% |
| 10Y | +144.2% | +356.5% | -212.3% | +46.5% |
| All | +215.7% | +300.7% | -85.0% | +91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling