+44.0%
DLTR vs IBB
+125.2%
-81.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.8% |
| 7D | -9.4% | -5.2% | -4.2% | -7.3% |
| 30D | -7.3% | +1.5% | -8.8% | -8.0% |
| 3M | +7.6% | +22.1% | -14.6% | -1.4% |
| 6M | +1.6% | +17.7% | -16.2% | -5.4% |
| YTD | -3.5% | +20.2% | -23.7% | -11.1% |
| 1Y | +20.0% | +44.4% | -24.4% | +2.5% |
| 3Y | +2.3% | +61.1% | -58.8% | -17.1% |
| 5Y | +31.5% | +18.5% | +13.0% | +18.2% |
| All | +44.0% | +125.2% | -81.1% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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