+217.7%
IP vs DLTR
+11,640.8%
-11,423.2%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | -5.3% | +2.5% | -7.7% | -5.7% |
| 30D | -10.9% | +2.1% | -12.9% | -11.3% |
| 3M | +11.2% | +20.3% | -9.1% | +7.3% |
| 6M | -10.2% | +11.5% | -21.7% | -12.5% |
| YTD | -2.0% | +6.8% | -8.8% | -3.8% |
| 1Y | -19.1% | +31.1% | -50.2% | -23.6% |
| 3Y | +20.9% | +10.7% | +10.2% | +14.6% |
| 5Y | -17.8% | +41.6% | -59.4% | -27.2% |
| 10Y | +23.5% | +58.1% | -34.6% | +4.4% |
| All | +217.7% | +11,640.8% | -11,423.2% | +57.8% |
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