+12,501.5%
DHI vs IFF
+464.2%
+12,037.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.0% |
| 7D | -3.4% | -3.2% | -0.2% | -1.8% |
| 30D | -5.4% | -0.3% | -5.2% | -5.3% |
| 3M | -10.4% | +8.4% | -18.9% | -14.6% |
| 6M | -2.8% | +23.0% | -25.8% | -14.3% |
| YTD | -3.4% | +25.5% | -28.9% | -16.0% |
| 1Y | -22.9% | +29.1% | -52.0% | -34.1% |
| 3Y | +20.7% | +31.7% | -11.0% | +0.1% |
| 5Y | +62.1% | -35.2% | +97.3% | +87.5% |
| 10Y | +410.4% | -20.7% | +431.1% | +391.9% |
| All | +12,501.5% | +464.2% | +12,037.3% | +4,562.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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