-29.8%
DHR vs IAG
+796.9%
-826.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -2.0% |
| 7D | -5.0% | -4.1% | -0.9% | -4.7% |
| 30D | -3.3% | +10.6% | -14.0% | -4.0% |
| 3M | +9.4% | +35.4% | -25.9% | +6.9% |
| 6M | +3.2% | -9.5% | +12.7% | +3.4% |
| YTD | -12.0% | +21.8% | -33.9% | -14.0% |
| 1Y | +4.9% | +84.1% | -79.3% | -1.1% |
| 3Y | -7.4% | +817.4% | -824.7% | -26.4% |
| 5Y | -29.8% | +830.1% | -859.9% | -44.4% |
| All | -29.8% | +796.9% | -826.6% | -44.4% |
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