+33.2%
DLTR vs IWD
+73.8%
-40.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -4.9% |
| 7D | -5.8% | -0.2% | -5.7% | -5.7% |
| 30D | -5.2% | -0.8% | -4.5% | -4.5% |
| 3M | +15.2% | +8.0% | +7.1% | +7.5% |
| 6M | +7.1% | +18.2% | -11.1% | -7.9% |
| YTD | +0.8% | +22.3% | -21.5% | -15.9% |
| 1Y | +24.8% | +28.9% | -4.1% | -0.4% |
| 3Y | +6.9% | +71.5% | -64.6% | -34.2% |
| 5Y | +33.2% | +73.6% | -40.4% | -17.0% |
| All | +33.2% | +73.8% | -40.6% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling