+18.9%
DLTR vs IAG
+86.2%
-67.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -9.0% |
| 3M | +2.9% | +25.5% | -22.7% | +0.7% |
| 6M | +4.3% | -7.1% | +11.5% | +3.5% |
| YTD | -3.9% | +22.9% | -26.8% | -6.0% |
| 1Y | +18.9% | +83.3% | -64.5% | +11.4% |
| All | +18.9% | +86.2% | -67.3% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling