+1,124.6%
IJR vs DLTR
+840.9%
+283.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -2.3% | -9.4% | +7.1% | -0.2% |
| 30D | -4.7% | -7.3% | +2.6% | -3.2% |
| 3M | +2.1% | +7.6% | -5.4% | +0.1% |
| 6M | +13.9% | +1.6% | +12.3% | +12.1% |
| YTD | +18.2% | -3.5% | +21.8% | +17.5% |
| 1Y | +21.8% | +20.0% | +1.8% | +14.8% |
| 3Y | +52.2% | +2.3% | +49.9% | +43.8% |
| 5Y | +40.1% | +31.5% | +8.6% | +21.2% |
| 10Y | +169.7% | +45.4% | +124.3% | +118.1% |
| All | +1,124.6% | +840.9% | +283.6% | +468.3% |
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