-7.5%
IGV vs DLTR
+45.2%
-52.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.6% | -8.8% | +0.2% |
| 7D | -7.5% | +15.6% | -23.0% | -8.4% |
| 30D | -5.6% | +29.9% | -35.5% | -7.6% |
| 3M | +1.5% | +12.5% | -10.9% | +0.6% |
| 6M | +17.1% | +56.3% | -39.2% | +11.1% |
| YTD | -2.0% | +19.5% | -21.5% | -5.5% |
| 1Y | -7.5% | +44.0% | -51.5% | -16.2% |
| All | -7.5% | +45.2% | -52.7% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling