+18.9%
DLTR vs IRM
+22.0%
-3.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.8% |
| 7D | -10.1% | -1.4% | -8.6% | -9.8% |
| 30D | -8.1% | -7.4% | -0.7% | -6.8% |
| 3M | +2.9% | -7.4% | +10.2% | +4.1% |
| 6M | +4.3% | +8.7% | -4.3% | +0.6% |
| YTD | -3.9% | +40.9% | -44.9% | -14.4% |
| 1Y | +18.9% | +20.5% | -1.6% | +9.7% |
| All | +18.9% | +22.0% | -3.1% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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