-29.8%
DHR vs IVZ
+57.9%
-87.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -5.0% | -2.4% | -2.6% | -4.3% |
| 30D | -3.3% | +2.5% | -5.8% | -4.2% |
| 3M | +9.4% | +17.1% | -7.6% | +3.3% |
| 6M | +3.2% | +35.1% | -32.0% | -7.4% |
| YTD | -12.0% | +24.3% | -36.3% | -19.2% |
| 1Y | +4.9% | +48.7% | -43.8% | -9.6% |
| 3Y | -7.4% | +135.6% | -143.0% | -34.3% |
| 5Y | -29.8% | +60.3% | -90.1% | -48.5% |
| All | -29.8% | +57.9% | -87.7% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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