-6.5%
DHR vs IRE
-82.8%
+76.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.2% | -11.4% | -1.1% |
| 7D | -0.8% | +58.9% | -59.7% | -0.4% |
| 30D | +0.2% | +17.2% | -16.9% | +0.5% |
| 3M | +12.1% | -58.6% | +70.7% | +12.4% |
| 6M | +5.4% | -23.5% | +28.9% | +4.7% |
| YTD | -10.0% | -47.4% | +37.5% | -11.1% |
| All | -6.5% | -82.8% | +76.3% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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