+24.1%
IP vs DLTR
+82.8%
-58.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.8% |
| 7D | 0.0% | +5.0% | -5.0% | -1.4% |
| 30D | +9.4% | +18.7% | -9.3% | +4.4% |
| 3M | -14.1% | +8.9% | -22.9% | -16.2% |
| 6M | +9.2% | +49.4% | -40.3% | -2.4% |
| YTD | -7.5% | +14.5% | -22.0% | -11.8% |
| 1Y | -2.8% | +32.5% | -35.3% | -10.7% |
| 3Y | +21.2% | +23.4% | -2.2% | +9.6% |
| 5Y | -11.5% | +26.2% | -37.7% | -24.1% |
| All | +24.1% | +82.8% | -58.7% | -8.4% |
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