+1,534.0%
DLTR vs IBB
+565.6%
+968.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.0% | -0.2% |
| 7D | +2.4% | +1.6% | +0.8% | +1.6% |
| 30D | +21.5% | +6.7% | +14.8% | +18.1% |
| 3M | +9.8% | +6.3% | +3.5% | +6.8% |
| 6M | +58.6% | +23.9% | +34.7% | +44.1% |
| YTD | +14.8% | +26.6% | -11.7% | +3.1% |
| 1Y | +33.0% | +29.6% | +3.4% | +18.3% |
| 3Y | +23.8% | +86.1% | -62.2% | -6.8% |
| 5Y | +24.9% | +40.3% | -15.4% | +4.9% |
| 10Y | +81.6% | +128.1% | -46.5% | +17.9% |
| All | +1,534.0% | +565.6% | +968.4% | +359.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling