+990.2%
IBKR vs DLTR
+45.3%
+944.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | -1.3% | -10.1% | +8.7% | +0.5% |
| 30D | -0.2% | -8.1% | +7.9% | +1.1% |
| 3M | +3.0% | +2.9% | +0.1% | +1.9% |
| 6M | +33.9% | +4.3% | +29.5% | +31.4% |
| YTD | +42.5% | -3.9% | +46.4% | +41.9% |
| 1Y | +44.9% | +18.9% | +26.0% | +38.1% |
| 3Y | +293.0% | +1.9% | +291.1% | +276.4% |
| 5Y | +497.7% | +31.0% | +466.7% | +411.2% |
| All | +990.2% | +45.3% | +944.9% | +745.9% |
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