+356.3%
IGV vs DHR
+210.0%
+146.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.5% |
| 7D | -5.4% | -5.0% | -0.4% | -2.8% |
| 30D | -2.6% | -3.3% | +0.7% | -1.0% |
| 3M | +10.5% | +9.4% | +1.1% | +3.9% |
| 6M | +18.2% | +3.2% | +15.0% | +14.1% |
| YTD | -4.2% | -12.0% | +7.8% | +0.9% |
| 1Y | -9.8% | +4.9% | -14.7% | -15.1% |
| 3Y | +39.1% | -7.4% | +46.5% | +34.4% |
| 5Y | +21.2% | -29.8% | +51.0% | +38.2% |
| All | +356.3% | +210.0% | +146.3% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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