+43.4%
DLTR vs IVZ
+65.9%
-22.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | -10.1% | -2.4% | -7.7% | -9.5% |
| 30D | -8.1% | +3.0% | -11.1% | -8.9% |
| 3M | +2.9% | +14.9% | -12.0% | -1.4% |
| 6M | +4.3% | +36.7% | -32.4% | -4.9% |
| YTD | -3.9% | +25.7% | -29.6% | -10.7% |
| 1Y | +18.9% | +47.7% | -28.8% | +5.6% |
| 3Y | +1.9% | +138.8% | -136.9% | -22.4% |
| 5Y | +31.0% | +62.1% | -31.1% | +7.3% |
| All | +43.4% | +65.9% | -22.4% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling