+42.1%
ICE vs DLTR
+1.4%
+40.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | -2.4% | -10.1% | +7.7% | -1.8% |
| 30D | +4.0% | -8.1% | +12.1% | +4.5% |
| 3M | +13.7% | +2.9% | +10.8% | +13.5% |
| 6M | +0.9% | +4.3% | -3.4% | +0.7% |
| YTD | -2.1% | -3.9% | +1.8% | -2.0% |
| 1Y | -9.5% | +18.9% | -28.4% | -10.7% |
| 3Y | +42.1% | +1.9% | +40.2% | +40.5% |
| All | +42.1% | +1.4% | +40.7% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling