+43.4%
DLTR vs IAG
+427.6%
-384.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.5% |
| 7D | -10.1% | -1.1% | -9.0% | -10.0% |
| 30D | -8.1% | +12.1% | -20.2% | -8.8% |
| 3M | +2.9% | +25.5% | -22.7% | +1.3% |
| 6M | +4.3% | -7.1% | +11.5% | +4.2% |
| YTD | -3.9% | +22.9% | -26.8% | -5.8% |
| 1Y | +18.9% | +83.3% | -64.5% | +13.9% |
| 3Y | +1.9% | +808.5% | -806.6% | -11.3% |
| 5Y | +31.0% | +838.0% | -807.0% | +12.0% |
| All | +43.4% | +427.6% | -384.2% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling