+931.9%
DLTR vs IAG
+368.9%
+563.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.8% | -3.8% | -5.6% |
| 7D | -5.8% | +4.3% | -10.1% | -5.9% |
| 30D | -5.2% | +9.8% | -15.0% | -5.5% |
| 3M | +15.2% | +28.9% | -13.7% | +14.2% |
| 6M | +7.1% | -7.6% | +14.7% | +7.1% |
| YTD | +0.8% | +22.0% | -21.1% | -0.1% |
| 1Y | +24.8% | +99.5% | -74.7% | +21.9% |
| 3Y | +6.9% | +818.3% | -811.4% | +0.1% |
| 5Y | +33.2% | +785.9% | -752.7% | +23.9% |
| 10Y | +51.6% | +381.1% | -329.5% | +40.8% |
| All | +931.9% | +368.9% | +563.1% | +825.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling