+45.0%
DLTR vs IWD
+195.0%
-150.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.1% |
| 7D | -10.2% | -1.2% | -9.1% | -9.4% |
| 30D | -8.5% | -1.6% | -6.8% | -7.2% |
| 3M | +5.6% | +7.0% | -1.4% | +0.1% |
| 6M | +2.2% | +17.0% | -14.8% | -9.8% |
| YTD | -3.8% | +21.6% | -25.4% | -17.6% |
| 1Y | +22.9% | +28.0% | -5.1% | +1.3% |
| 3Y | +2.0% | +70.6% | -68.5% | -33.1% |
| 5Y | +29.8% | +73.3% | -43.5% | -15.8% |
| 10Y | +45.0% | +200.5% | -155.5% | -40.5% |
| All | +45.0% | +195.0% | -150.0% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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