+40.0%
ICE vs DLTR
+29.9%
+10.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.5% |
| 7D | -5.3% | -9.4% | +4.1% | -4.4% |
| 30D | +3.0% | -7.3% | +10.4% | +3.7% |
| 3M | +11.4% | +7.6% | +3.9% | +10.6% |
| 6M | -2.0% | +1.6% | -3.6% | -2.5% |
| YTD | -3.1% | -3.5% | +0.4% | -3.2% |
| 1Y | -8.4% | +20.0% | -28.4% | -10.8% |
| 3Y | +40.7% | +2.3% | +38.5% | +38.4% |
| 5Y | +40.0% | +31.5% | +8.4% | +40.6% |
| All | +40.0% | +29.9% | +10.1% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling