+758.4%
IVV vs DHR
+4,386.0%
-3,627.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.2% | +1.5% |
| 7D | +0.1% | +3.1% | -3.0% | -1.1% |
| 30D | -3.3% | +7.0% | -10.3% | -6.0% |
| 3M | -2.4% | +15.0% | -17.4% | -8.1% |
| 6M | +2.6% | +37.9% | -35.3% | -11.3% |
| YTD | +11.3% | +3.3% | +8.0% | +7.7% |
| 1Y | +13.4% | +12.8% | +0.6% | +5.7% |
| 3Y | +80.3% | +22.4% | +57.9% | +57.5% |
| 5Y | +72.7% | -9.1% | +81.8% | +67.8% |
| 10Y | +309.6% | +247.9% | +61.7% | +122.5% |
| All | +758.4% | +4,386.0% | -3,627.6% | +22.5% |
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