+6,179.5%
DLTR vs IVZ
+1,090.9%
+5,088.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.2% | -3.4% | -5.1% |
| 7D | -5.8% | +1.1% | -6.9% | -6.1% |
| 30D | -5.2% | +3.1% | -8.3% | -6.0% |
| 3M | +15.2% | +18.2% | -3.0% | +10.2% |
| 6M | +7.1% | +38.6% | -31.5% | -1.7% |
| YTD | +0.8% | +25.9% | -25.1% | -5.6% |
| 1Y | +24.8% | +51.7% | -26.9% | +11.6% |
| 3Y | +6.9% | +138.7% | -131.7% | -15.9% |
| 5Y | +33.2% | +62.8% | -29.5% | +12.1% |
| 10Y | +51.6% | +60.9% | -9.4% | +18.2% |
| All | +6,179.5% | +1,090.9% | +5,088.6% | +2,302.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling