+14,247.0%
DHR vs IVZ
+973.1%
+13,273.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.3% |
| 7D | +1.2% | +7.6% | -6.4% | -0.8% |
| 30D | +3.7% | +4.3% | -0.6% | +2.4% |
| 3M | +14.5% | -9.3% | +23.8% | +17.2% |
| 6M | +40.9% | +5.2% | +35.7% | +37.8% |
| YTD | +2.4% | +13.4% | -11.0% | -2.4% |
| 1Y | +6.1% | +25.4% | -19.3% | -1.7% |
| 3Y | +21.0% | +152.5% | -131.5% | -9.4% |
| 5Y | -11.4% | +36.7% | -48.1% | -23.5% |
| 10Y | +241.8% | +45.0% | +196.8% | +163.1% |
| All | +14,247.0% | +973.1% | +13,273.9% | +5,774.1% |
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