+203.8%
DHR vs IYR
+69.7%
+134.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.7% |
| 7D | -3.6% | -1.4% | -2.3% | -2.8% |
| 30D | -2.7% | -2.7% | -0.1% | -1.1% |
| 3M | +10.9% | -2.1% | +13.1% | +12.4% |
| 6M | +3.0% | +3.6% | -0.6% | +0.7% |
| YTD | -12.2% | +8.1% | -20.3% | -16.6% |
| 1Y | +3.3% | +4.7% | -1.4% | +0.1% |
| 3Y | -8.2% | +29.1% | -37.3% | -21.9% |
| 5Y | -29.9% | +6.9% | -36.8% | -33.7% |
| All | +203.8% | +69.7% | +134.1% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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