+50.4%
IEFA vs DKS
+13.6%
+36.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.8% |
| 7D | -1.6% | -3.0% | +1.4% | -1.2% |
| 30D | -1.5% | -33.4% | +31.9% | +3.1% |
| 3M | +3.4% | -39.4% | +42.8% | +9.6% |
| 6M | +9.5% | -30.1% | +39.6% | +13.3% |
| YTD | +13.0% | -31.0% | +44.0% | +17.1% |
| 1Y | +18.0% | -40.2% | +58.2% | +24.5% |
| 3Y | +65.4% | +30.9% | +34.4% | +51.4% |
| All | +50.4% | +13.6% | +36.8% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 5y: compounded portfolio wealth divided by compounded DKS 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…
5y analysis · Full analysis span regression · 6 months rolling