+6,022.9%
DLTR vs IRM
+9,772.9%
-3,750.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.5% | -2.1% |
| 7D | +5.3% | +6.8% | -1.5% | +3.7% |
| 30D | +13.4% | +2.6% | +10.8% | +12.6% |
| 3M | +6.6% | -9.5% | +16.1% | +8.8% |
| 6M | +59.1% | -8.5% | +67.6% | +61.5% |
| YTD | +12.3% | +40.3% | -28.0% | +2.4% |
| 1Y | +33.9% | +28.7% | +5.2% | +24.6% |
| 3Y | +23.0% | +111.8% | -88.8% | -0.6% |
| 5Y | +22.1% | +189.1% | -167.0% | -9.4% |
| 10Y | +77.5% | +519.8% | -442.3% | +7.0% |
| All | +6,022.9% | +9,772.9% | -3,750.0% | +1,734.7% |
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 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