+203.8%
DHR vs IRM
+440.8%
-237.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.7% |
| 7D | -3.6% | -1.4% | -2.2% | -3.3% |
| 30D | -2.7% | -7.4% | +4.6% | -1.0% |
| 3M | +10.9% | -7.4% | +18.3% | +12.6% |
| 6M | +3.0% | +8.7% | -5.6% | -0.2% |
| YTD | -12.2% | +40.9% | -53.1% | -21.0% |
| 1Y | +3.3% | +20.5% | -17.2% | -3.4% |
| 3Y | -8.2% | +101.7% | -109.9% | -27.2% |
| 5Y | -29.9% | +197.7% | -227.6% | -50.0% |
| All | +203.8% | +440.8% | -237.0% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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