+808.3%
IWM vs DHR
+4,113.4%
-3,305.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.0% |
| 7D | +0.1% | -3.9% | +4.0% | +1.9% |
| 30D | -1.3% | +4.0% | -5.3% | -3.2% |
| 3M | +1.6% | +11.5% | -9.9% | -4.6% |
| 6M | +13.6% | +1.9% | +11.7% | +10.7% |
| YTD | +20.8% | -8.9% | +29.7% | +23.8% |
| 1Y | +26.4% | +5.1% | +21.3% | +20.2% |
| 3Y | +60.7% | -10.3% | +71.0% | +61.2% |
| 5Y | +38.2% | -27.8% | +66.0% | +50.3% |
| 10Y | +169.5% | +203.6% | -34.2% | +42.4% |
| All | +808.3% | +4,113.4% | -3,305.2% | +3.9% |
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