+204.4%
DHR vs IAG
+423.2%
-218.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -2.0% |
| 7D | -5.0% | -4.1% | -0.9% | -4.8% |
| 30D | -3.3% | +10.6% | -14.0% | -3.7% |
| 3M | +9.4% | +35.4% | -25.9% | +7.9% |
| 6M | +3.2% | -9.5% | +12.7% | +3.2% |
| YTD | -12.0% | +21.8% | -33.9% | -13.2% |
| 1Y | +4.9% | +84.1% | -79.3% | +1.5% |
| 3Y | -7.4% | +817.4% | -824.7% | -17.3% |
| 5Y | -29.8% | +830.1% | -859.9% | -38.4% |
| All | +204.4% | +423.2% | -218.8% | +168.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling