-16.1%
IP vs DLTR
+41.6%
-57.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | -5.3% | +2.5% | -7.7% | -5.8% |
| 30D | -10.9% | +2.1% | -12.9% | -11.3% |
| 3M | +11.2% | +20.3% | -9.1% | +6.9% |
| 6M | -10.2% | +11.5% | -21.7% | -12.8% |
| YTD | -2.0% | +6.8% | -8.8% | -4.1% |
| 1Y | -19.1% | +31.1% | -50.2% | -23.8% |
| 3Y | +20.9% | +10.7% | +10.2% | +14.4% |
| All | -16.1% | +41.6% | -57.7% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling