-28.2%
DHR vs IWD
+73.8%
-102.1%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.3% |
| 7D | -0.8% | -0.2% | -0.7% | -0.6% |
| 30D | +0.2% | -0.8% | +1.0% | +1.1% |
| 3M | +12.1% | +8.0% | +4.0% | +2.8% |
| 6M | +5.4% | +18.2% | -12.8% | -12.6% |
| YTD | -10.0% | +22.3% | -32.3% | -28.2% |
| 1Y | +4.1% | +28.9% | -24.8% | -21.7% |
| 3Y | -5.2% | +71.5% | -76.7% | -47.7% |
| 5Y | -28.2% | +73.6% | -101.8% | -60.8% |
| All | -28.2% | +73.8% | -102.1% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling