+756.6%
IWM vs DHR
+4,618.9%
-3,862.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.0% |
| 7D | +2.8% | +2.6% | +0.2% | +1.6% |
| 30D | +0.6% | +4.2% | -3.6% | -1.3% |
| 3M | -7.8% | +13.0% | -20.8% | -13.3% |
| 6M | -1.0% | +40.2% | -41.1% | -16.9% |
| YTD | +13.9% | +2.0% | +11.9% | +10.4% |
| 1Y | +15.4% | +6.6% | +8.8% | +9.6% |
| 3Y | +70.2% | +19.9% | +50.3% | +48.6% |
| 5Y | +23.7% | -11.7% | +35.4% | +22.4% |
| 10Y | +147.8% | +240.6% | -92.8% | +23.8% |
| All | +756.6% | +4,618.9% | -3,862.3% | -7.3% |
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