+3,055.8%
DHR vs IAG
+377.5%
+2,678.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.5% |
| 7D | -3.9% | -0.5% | -3.4% | -3.9% |
| 30D | +4.0% | +28.9% | -24.9% | +2.4% |
| 3M | +11.5% | +19.1% | -7.6% | +10.0% |
| 6M | +1.9% | -10.3% | +12.1% | +2.0% |
| YTD | -8.9% | +24.2% | -33.1% | -10.9% |
| 1Y | +5.1% | +116.5% | -111.4% | -0.9% |
| 3Y | -10.3% | +742.8% | -753.1% | -23.7% |
| 5Y | -27.8% | +753.3% | -781.1% | -40.1% |
| 10Y | +203.6% | +403.2% | -199.6% | +147.3% |
| All | +3,055.8% | +377.5% | +2,678.3% | +2,228.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling