+953.6%
IGV vs DHR
+3,517.6%
-2,564.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.7% | -1.2% |
| 7D | -3.3% | -0.8% | -2.5% | -2.9% |
| 30D | 0.0% | +0.2% | -0.3% | -0.3% |
| 3M | +7.3% | +12.1% | -4.7% | +0.1% |
| 6M | +16.7% | +5.4% | +11.3% | +11.7% |
| YTD | -2.8% | -10.0% | +7.1% | +0.5% |
| 1Y | -6.7% | +4.1% | -10.8% | -11.2% |
| 3Y | +41.1% | -5.2% | +46.3% | +36.4% |
| 5Y | +22.0% | -28.2% | +50.2% | +34.9% |
| 10Y | +357.9% | +208.4% | +149.5% | +140.2% |
| All | +953.6% | +3,517.6% | -2,564.0% | -18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling