-26.6%
DHR vs IOT
+54.1%
-80.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -3.6% | -4.5% | +0.9% | -3.1% |
| 30D | -2.7% | -2.4% | -0.3% | -2.6% |
| 3M | +10.9% | +19.0% | -8.0% | +8.2% |
| 6M | +3.0% | +19.6% | -16.6% | -0.1% |
| YTD | -12.2% | +8.3% | -20.5% | -14.4% |
| 1Y | +3.3% | -0.8% | +4.1% | +1.5% |
| 3Y | -8.2% | +24.4% | -32.6% | -15.4% |
| All | -26.6% | +54.1% | -80.7% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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