+4,238.6%
DHR vs IYR
+699.9%
+3,538.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -0.8% | -0.4% | -0.4% | -0.6% |
| 30D | +0.2% | -2.5% | +2.8% | +1.5% |
| 3M | +12.1% | +1.5% | +10.6% | +11.2% |
| 6M | +5.4% | +3.9% | +1.6% | +3.4% |
| YTD | -10.0% | +9.5% | -19.5% | -14.0% |
| 1Y | +4.1% | +7.5% | -3.4% | +0.3% |
| 3Y | -5.2% | +30.8% | -36.0% | -17.0% |
| 5Y | -28.2% | +4.8% | -33.0% | -30.1% |
| 10Y | +208.4% | +64.3% | +144.1% | +138.0% |
| All | +4,238.6% | +699.9% | +3,538.7% | +1,135.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling