-28.0%
DHR vs IFF
-35.8%
+7.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -3.6% | -3.2% | -0.4% | -2.6% |
| 30D | -2.7% | -0.3% | -2.5% | -2.7% |
| 3M | +10.9% | +8.4% | +2.5% | +7.8% |
| 6M | +3.0% | +23.0% | -20.0% | -4.9% |
| YTD | -12.2% | +25.5% | -37.7% | -19.9% |
| 1Y | +3.3% | +29.1% | -25.8% | -6.9% |
| 3Y | -8.2% | +31.7% | -39.9% | -18.9% |
| All | -28.0% | -35.8% | +7.8% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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