+3,204.6%
DHR vs IEF
+129.1%
+3,075.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +0.2% | -0.7% | +1.0% | -0.2% |
| 3M | +12.1% | -0.4% | +12.5% | +11.7% |
| 6M | +5.4% | -2.5% | +7.9% | +3.6% |
| YTD | -10.0% | -1.6% | -8.4% | -11.0% |
| 1Y | +4.1% | -1.3% | +5.4% | +3.1% |
| 3Y | -5.2% | +10.1% | -15.3% | +0.8% |
| 5Y | -28.2% | -8.3% | -19.9% | -36.3% |
| 10Y | +208.4% | +4.5% | +203.9% | +216.8% |
| All | +3,204.6% | +129.1% | +3,075.5% | +9,081.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling