-27.9%
DHR vs IRM
+190.5%
-218.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | 0.0% |
| 7D | -2.4% | +3.0% | -5.4% | -3.3% |
| 30D | -2.2% | -5.2% | +3.1% | -0.8% |
| 3M | +9.0% | -8.0% | +17.0% | +11.1% |
| 6M | +3.5% | +9.2% | -5.7% | -0.7% |
| YTD | -10.1% | +41.0% | -51.1% | -21.4% |
| 1Y | +6.2% | +23.3% | -17.1% | -3.3% |
| 3Y | -5.4% | +102.8% | -108.2% | -32.9% |
| 5Y | -27.9% | +192.8% | -220.7% | -56.8% |
| All | -27.9% | +190.5% | -218.4% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling