+32.4%
DLTR vs IFF
-35.8%
+68.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -10.1% | -3.2% | -6.9% | -9.2% |
| 30D | -8.1% | -0.3% | -7.8% | -8.0% |
| 3M | +2.9% | +8.4% | -5.6% | +0.1% |
| 6M | +4.3% | +23.0% | -18.7% | -2.5% |
| YTD | -3.9% | +25.5% | -29.4% | -10.7% |
| 1Y | +18.9% | +29.1% | -10.2% | +9.4% |
| 3Y | +1.9% | +31.7% | -29.7% | -7.2% |
| All | +32.4% | -35.8% | +68.2% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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