+83.7%
DLTR vs IWD
+205.2%
-121.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.0% | +1.1% |
| 7D | -2.8% | -0.6% | -2.2% | -2.2% |
| 30D | +21.5% | +3.6% | +17.9% | +18.5% |
| 3M | +11.6% | +2.7% | +8.9% | +9.7% |
| 6M | +58.7% | +13.2% | +45.5% | +44.3% |
| YTD | +16.2% | +26.8% | -10.6% | -3.5% |
| 1Y | +34.8% | +29.3% | +5.6% | +10.4% |
| 3Y | +25.3% | +85.1% | -59.9% | -22.8% |
| 5Y | +25.8% | +74.2% | -48.4% | -18.6% |
| 10Y | +83.7% | +204.6% | -120.9% | -18.3% |
| All | +83.7% | +205.2% | -121.6% | -18.3% |
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