-29.8%
DHR vs IYR
+4.5%
-34.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.4% |
| 7D | -5.0% | -2.8% | -2.1% | -2.9% |
| 30D | -3.3% | -2.5% | -0.8% | -1.4% |
| 3M | +9.4% | -3.0% | +12.4% | +11.8% |
| 6M | +3.2% | +1.6% | +1.5% | +1.6% |
| YTD | -12.0% | +7.3% | -19.3% | -17.0% |
| 1Y | +4.9% | +5.6% | -0.7% | +0.1% |
| 3Y | -7.4% | +28.1% | -35.5% | -24.5% |
| 5Y | -29.8% | +6.1% | -35.9% | -34.2% |
| All | -29.8% | +4.5% | -34.3% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling