+52,902.4%
DHR vs IFF
+825.7%
+52,076.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -3.6% | -3.2% | -0.4% | -2.5% |
| 30D | -2.7% | -0.3% | -2.5% | -2.6% |
| 3M | +10.9% | +8.4% | +2.5% | +7.3% |
| 6M | +3.0% | +23.0% | -20.0% | -6.1% |
| YTD | -12.2% | +25.5% | -37.7% | -20.9% |
| 1Y | +3.3% | +29.1% | -25.8% | -8.1% |
| 3Y | -8.2% | +31.7% | -39.9% | -20.2% |
| 5Y | -29.9% | -35.2% | +5.3% | -23.3% |
| 10Y | +208.5% | -20.7% | +229.2% | +192.1% |
| All | +52,902.4% | +825.7% | +52,076.7% | +17,266.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling