+20.0%
DLTR vs IBB
+42.3%
-22.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.9% |
| 7D | -9.4% | -5.2% | -4.2% | -7.0% |
| 30D | -7.3% | +1.5% | -8.8% | -8.1% |
| 3M | +7.6% | +22.1% | -14.6% | -4.1% |
| 6M | +1.6% | +17.7% | -16.2% | -7.9% |
| YTD | -3.5% | +20.2% | -23.7% | -13.5% |
| 1Y | +20.0% | +44.4% | -24.4% | +1.6% |
| All | +20.0% | +42.3% | -22.3% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling