+63.2%
DHI vs IAG
+820.9%
-757.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.6% |
| 7D | -3.4% | -1.1% | -2.3% | -3.3% |
| 30D | -5.4% | +12.1% | -17.6% | -6.3% |
| 3M | -10.4% | +25.5% | -36.0% | -12.2% |
| 6M | -2.8% | -7.1% | +4.3% | -3.0% |
| YTD | -3.4% | +22.9% | -26.3% | -5.8% |
| 1Y | -22.9% | +83.3% | -106.3% | -27.2% |
| 3Y | +20.7% | +808.5% | -787.8% | -3.0% |
| All | +63.2% | +820.9% | -757.7% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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