+31.5%
DLTR vs IAG
+796.9%
-765.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.4% |
| 7D | -9.4% | -4.1% | -5.4% | -9.2% |
| 30D | -7.3% | +10.6% | -18.0% | -8.1% |
| 3M | +7.6% | +35.4% | -27.8% | +4.8% |
| 6M | +1.6% | -9.5% | +11.1% | +1.5% |
| YTD | -3.5% | +21.8% | -25.4% | -5.9% |
| 1Y | +20.0% | +84.1% | -64.1% | +13.3% |
| 3Y | +2.3% | +817.4% | -815.1% | -15.7% |
| 5Y | +31.5% | +830.1% | -798.6% | +23.8% |
| All | +31.5% | +796.9% | -765.3% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling