+219.7%
IAU vs DLTR
+45.3%
+174.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.5% |
| 7D | -2.0% | -10.1% | +8.1% | -1.8% |
| 30D | -1.5% | -8.1% | +6.6% | -1.4% |
| 3M | +3.3% | +2.9% | +0.4% | +3.2% |
| 6M | -16.2% | +4.3% | -20.6% | -16.4% |
| YTD | +0.7% | -3.9% | +4.6% | +0.5% |
| 1Y | +19.2% | +18.9% | +0.3% | +18.6% |
| 3Y | +124.4% | +1.9% | +122.5% | +123.1% |
| 5Y | +140.0% | +31.0% | +109.0% | +138.0% |
| All | +219.7% | +45.3% | +174.4% | +221.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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