+1,054.0%
IJH vs DLTR
+837.0%
+217.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -1.9% | -10.1% | +8.2% | +0.4% |
| 30D | -4.6% | -8.1% | +3.5% | -3.0% |
| 3M | -1.2% | +2.9% | -4.0% | -2.2% |
| 6M | +9.4% | +4.3% | +5.1% | +7.1% |
| YTD | +13.3% | -3.9% | +17.3% | +12.7% |
| 1Y | +13.4% | +18.9% | -5.5% | +7.2% |
| 3Y | +50.4% | +1.9% | +48.5% | +42.2% |
| 5Y | +49.0% | +31.0% | +18.0% | +29.2% |
| 10Y | +182.6% | +44.8% | +137.8% | +129.7% |
| All | +1,054.0% | +837.0% | +217.0% | +436.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling