+215.7%
DHR vs IWD
+195.0%
+20.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.3% |
| 7D | -2.4% | -1.2% | -1.2% | -1.4% |
| 30D | -2.2% | -1.6% | -0.5% | -0.8% |
| 3M | +9.0% | +7.0% | +1.9% | +2.8% |
| 6M | +3.5% | +17.0% | -13.5% | -9.5% |
| YTD | -10.1% | +21.6% | -31.8% | -23.9% |
| 1Y | +6.2% | +28.0% | -21.8% | -13.8% |
| 3Y | -5.4% | +70.6% | -75.9% | -38.8% |
| 5Y | -27.9% | +73.3% | -101.2% | -53.7% |
| 10Y | +215.7% | +200.5% | +15.2% | +33.0% |
| All | +215.7% | +195.0% | +20.7% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling