+21.2%
IP vs DLTR
+50.3%
-29.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.6% | +3.6% | -0.6% |
| 7D | +0.1% | -5.8% | +5.9% | +1.6% |
| 30D | -11.2% | -5.2% | -6.0% | -10.1% |
| 3M | +12.3% | +15.2% | -2.9% | +8.1% |
| 6M | -5.2% | +7.1% | -12.4% | -7.7% |
| YTD | -4.0% | +0.8% | -4.8% | -5.1% |
| 1Y | -19.2% | +24.8% | -44.0% | -24.5% |
| 3Y | +20.3% | +6.9% | +13.4% | +13.0% |
| 5Y | -17.5% | +33.2% | -50.7% | -31.2% |
| 10Y | +21.2% | +51.6% | -30.4% | -9.2% |
| All | +21.2% | +50.3% | -29.1% | -9.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling