+776.1%
IVV vs DHR
+3,855.1%
-3,079.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.2% |
| 7D | +0.1% | -3.9% | +4.0% | +1.7% |
| 30D | +0.1% | +4.0% | -3.9% | -1.7% |
| 3M | +2.0% | +11.5% | -9.5% | -3.5% |
| 6M | +13.0% | +1.9% | +11.2% | +10.5% |
| YTD | +13.6% | -8.9% | +22.5% | +16.0% |
| 1Y | +20.1% | +5.1% | +15.0% | +14.7% |
| 3Y | +77.6% | -10.3% | +87.9% | +76.7% |
| 5Y | +82.5% | -27.8% | +110.3% | +95.1% |
| 10Y | +316.5% | +203.6% | +112.9% | +139.4% |
| All | +776.1% | +3,855.1% | -3,079.0% | +31.9% |
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