+4,834.0%
DHR vs IWD
+745.6%
+4,088.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +0.4% |
| 7D | +3.1% | +1.3% | +1.9% | +2.1% |
| 30D | +7.0% | +3.6% | +3.4% | +3.8% |
| 3M | +15.0% | +2.3% | +12.7% | +12.8% |
| 6M | +37.9% | +13.0% | +24.9% | +24.0% |
| YTD | +3.3% | +26.2% | -22.9% | -15.5% |
| 1Y | +12.8% | +30.5% | -17.6% | -10.3% |
| 3Y | +22.4% | +86.2% | -63.8% | -27.6% |
| 5Y | -9.1% | +72.9% | -82.0% | -42.3% |
| 10Y | +247.9% | +205.0% | +42.9% | +31.7% |
| All | +4,834.0% | +745.6% | +4,088.5% | +651.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling