+2.3%
DLTR vs IVZ
+132.2%
-129.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -9.4% | -2.4% | -7.1% | -8.8% |
| 30D | -7.3% | +2.5% | -9.8% | -8.0% |
| 3M | +7.6% | +17.1% | -9.5% | +2.3% |
| 6M | +1.6% | +35.1% | -33.6% | -7.8% |
| YTD | -3.5% | +24.3% | -27.8% | -10.5% |
| 1Y | +20.0% | +48.7% | -28.6% | +5.2% |
| All | +2.3% | +132.2% | -129.8% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling