-28.0%
DHR vs IEF
-9.5%
-18.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -3.6% | -1.3% | -2.3% | -2.9% |
| 30D | -2.7% | -1.7% | -1.0% | -1.8% |
| 3M | +10.9% | -2.5% | +13.5% | +12.5% |
| 6M | +3.0% | -3.3% | +6.3% | +4.9% |
| YTD | -12.2% | -2.8% | -9.4% | -10.8% |
| 1Y | +3.3% | -2.7% | +6.0% | +5.0% |
| 3Y | -8.2% | +8.9% | -17.1% | -11.8% |
| All | -28.0% | -9.5% | -18.5% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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