+6,767.1%
DHI vs IVZ
+1,075.8%
+5,691.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.2% |
| 7D | -6.1% | -2.4% | -3.7% | -5.1% |
| 30D | -10.1% | +2.5% | -12.6% | -11.1% |
| 3M | -7.3% | +17.1% | -24.4% | -14.0% |
| 6M | -6.1% | +35.1% | -41.3% | -18.3% |
| YTD | -5.0% | +24.3% | -29.3% | -14.8% |
| 1Y | -22.1% | +48.7% | -70.8% | -35.6% |
| 3Y | +19.2% | +135.6% | -116.4% | -21.7% |
| 5Y | +59.4% | +60.3% | -0.9% | +20.0% |
| 10Y | +401.8% | +62.5% | +339.3% | +230.0% |
| All | +6,767.1% | +1,075.8% | +5,691.2% | +2,177.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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