+13,147.0%
DHR vs IRM
+9,964.6%
+3,182.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.0% |
| 7D | -3.9% | -0.5% | -3.4% | -3.8% |
| 30D | +4.0% | -8.1% | +12.1% | +6.0% |
| 3M | +11.5% | -9.7% | +21.2% | +13.8% |
| 6M | +1.9% | +10.0% | -8.1% | -1.3% |
| YTD | -8.9% | +43.0% | -51.9% | -17.7% |
| 1Y | +5.1% | +32.7% | -27.6% | -3.6% |
| 3Y | -10.3% | +102.7% | -113.0% | -27.1% |
| 5Y | -27.8% | +187.6% | -215.4% | -46.7% |
| 10Y | +203.6% | +420.1% | -216.5% | +85.9% |
| All | +13,147.0% | +9,964.6% | +3,182.4% | +5,182.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling