+12,513.6%
DHR vs IVZ
+1,090.9%
+11,422.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.6% |
| 7D | -0.8% | +1.1% | -1.9% | -1.1% |
| 30D | +0.2% | +3.1% | -2.9% | -0.7% |
| 3M | +12.1% | +18.2% | -6.1% | +6.5% |
| 6M | +5.4% | +38.6% | -33.2% | -4.3% |
| YTD | -10.0% | +25.9% | -35.9% | -16.4% |
| 1Y | +4.1% | +51.7% | -47.6% | -8.4% |
| 3Y | -5.2% | +138.7% | -143.8% | -27.9% |
| 5Y | -28.2% | +62.8% | -91.0% | -40.9% |
| 10Y | +208.4% | +60.9% | +147.5% | +131.1% |
| All | +12,513.6% | +1,090.9% | +11,422.7% | +4,933.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling