+3,447.4%
DHR vs IAG
+303.8%
+3,143.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.3% |
| 7D | +1.2% | -7.7% | +8.9% | +1.7% |
| 30D | +3.7% | +1.6% | +2.1% | +3.5% |
| 3M | +14.5% | -2.4% | +16.9% | +14.5% |
| 6M | +40.9% | -7.8% | +48.7% | +40.9% |
| YTD | +2.4% | +5.0% | -2.6% | +1.0% |
| 1Y | +6.1% | +25.7% | -19.6% | +3.5% |
| 3Y | +21.0% | +694.5% | -673.5% | +3.2% |
| 5Y | -11.4% | +421.7% | -433.1% | -24.4% |
| 10Y | +241.8% | +382.5% | -140.6% | +179.5% |
| All | +3,447.4% | +303.8% | +3,143.6% | +2,540.2% |
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 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