+424.8%
DLTR vs IOVA
-91.6%
+516.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.3% |
| 7D | +2.5% | +9.7% | -7.3% | +2.3% |
| 30D | +2.1% | +102.5% | -100.5% | +0.9% |
| 3M | +20.3% | +100.7% | -80.4% | +18.8% |
| 6M | +11.5% | +106.3% | -94.8% | +9.9% |
| YTD | +6.8% | +222.0% | -215.1% | +4.5% |
| 1Y | +31.1% | +299.5% | -268.5% | +27.5% |
| 3Y | +10.7% | +42.9% | -32.2% | +8.1% |
| 5Y | +41.6% | -65.0% | +106.6% | +39.3% |
| 10Y | +58.1% | +10.3% | +47.8% | +52.8% |
| All | +424.8% | -91.6% | +516.5% | +392.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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