+10,011.0%
DLTR vs IFF
+271.6%
+9,739.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -10.1% | -3.2% | -6.9% | -9.1% |
| 30D | -8.1% | -0.3% | -7.8% | -8.0% |
| 3M | +2.9% | +8.4% | -5.6% | -0.2% |
| 6M | +4.3% | +23.0% | -18.7% | -3.3% |
| YTD | -3.9% | +25.5% | -29.4% | -11.7% |
| 1Y | +18.9% | +29.1% | -10.2% | +8.1% |
| 3Y | +1.9% | +31.7% | -29.7% | -9.4% |
| 5Y | +31.0% | -35.2% | +66.2% | +41.8% |
| 10Y | +44.8% | -20.7% | +65.5% | +38.9% |
| All | +10,011.0% | +271.6% | +9,739.4% | +5,137.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling