+55.4%
IOT vs DLTR
-14.6%
+70.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | 0.0% |
| 7D | -4.5% | -10.1% | +5.6% | -1.7% |
| 30D | -2.4% | -8.1% | +5.7% | -0.4% |
| 3M | +19.0% | +2.9% | +16.1% | +17.8% |
| 6M | +19.6% | +4.3% | +15.3% | +17.1% |
| YTD | +8.3% | -3.9% | +12.2% | +8.1% |
| 1Y | -0.8% | +18.9% | -19.7% | -6.8% |
| 3Y | +24.4% | +1.9% | +22.5% | +21.2% |
| All | +55.4% | -14.6% | +70.0% | +63.1% |
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