+5,140.0%
DLTR vs IRM
+9,819.9%
-4,679.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.9% |
| 7D | -10.1% | -1.4% | -8.6% | -9.8% |
| 30D | -8.1% | -7.4% | -0.7% | -6.6% |
| 3M | +2.9% | -7.4% | +10.2% | +4.3% |
| 6M | +4.3% | +8.7% | -4.3% | +1.6% |
| YTD | -3.9% | +40.9% | -44.9% | -12.3% |
| 1Y | +18.9% | +20.5% | -1.6% | +12.4% |
| 3Y | +1.9% | +101.7% | -99.8% | -16.6% |
| 5Y | +31.0% | +197.7% | -166.7% | -3.2% |
| 10Y | +44.8% | +439.5% | -394.7% | -9.9% |
| All | +5,140.0% | +9,819.9% | -4,679.9% | +1,471.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling