+689.7%
IYR vs DHI
+4,975.9%
-4,286.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.2% |
| 7D | -1.4% | -3.4% | +2.0% | -0.3% |
| 30D | -2.7% | -5.4% | +2.8% | -1.0% |
| 3M | -2.1% | -10.4% | +8.3% | +0.9% |
| 6M | +3.6% | -2.8% | +6.4% | +3.5% |
| YTD | +8.1% | -3.4% | +11.5% | +7.8% |
| 1Y | +4.7% | -22.9% | +27.6% | +11.7% |
| 3Y | +29.1% | +20.7% | +8.4% | +15.5% |
| 5Y | +6.9% | +62.1% | -55.2% | -15.5% |
| 10Y | +69.0% | +410.4% | -341.5% | -14.1% |
| All | +689.7% | +4,975.9% | -4,286.2% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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