+25.9%
IWM vs DHR
-10.4%
+36.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -0.3% | +0.2% | -0.5% | -0.4% |
| 30D | +1.9% | +6.4% | -4.5% | -0.6% |
| 3M | -5.7% | +13.6% | -19.3% | -10.5% |
| 6M | -0.3% | +41.9% | -42.1% | -14.7% |
| YTD | +15.8% | +3.4% | +12.4% | +13.1% |
| 1Y | +17.1% | +9.9% | +7.2% | +11.3% |
| 3Y | +73.1% | +21.6% | +51.5% | +51.7% |
| 5Y | +25.9% | -10.6% | +36.5% | +19.2% |
| All | +25.9% | -10.4% | +36.2% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling