+213.7%
ICE vs DLTR
+45.3%
+168.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -2.4% | -10.1% | +7.7% | -0.9% |
| 30D | +4.0% | -8.1% | +12.1% | +5.2% |
| 3M | +13.7% | +2.9% | +10.8% | +13.0% |
| 6M | +0.9% | +4.3% | -3.4% | -0.3% |
| YTD | -2.1% | -3.9% | +1.8% | -2.4% |
| 1Y | -9.5% | +18.9% | -28.4% | -13.0% |
| 3Y | +42.1% | +1.9% | +40.2% | +37.2% |
| 5Y | +41.4% | +31.0% | +10.4% | +26.4% |
| All | +213.7% | +45.3% | +168.4% | +164.8% |
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