+203.8%
DHR vs IJR
+172.1%
+31.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.5% |
| 7D | -3.6% | -2.2% | -1.5% | -2.5% |
| 30D | -2.7% | -4.6% | +1.9% | -0.2% |
| 3M | +10.9% | +0.2% | +10.7% | +10.6% |
| 6M | +3.0% | +14.7% | -11.7% | -4.6% |
| YTD | -12.2% | +18.9% | -31.1% | -20.3% |
| 1Y | +3.3% | +19.9% | -16.6% | -6.7% |
| 3Y | -8.2% | +53.0% | -61.2% | -27.6% |
| 5Y | -29.9% | +40.9% | -70.8% | -42.9% |
| All | +203.8% | +172.1% | +31.7% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 10y: compounded portfolio wealth divided by compounded IJR 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…
10y analysis · Full analysis span regression · 6 months rolling