+766.3%
IVV vs DLTR
+971.2%
-204.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.0% |
| 7D | -0.9% | -2.8% | +1.9% | -0.4% |
| 30D | -2.3% | +21.5% | -23.9% | -6.1% |
| 3M | -1.2% | +11.6% | -12.7% | -3.6% |
| 6M | +3.3% | +58.7% | -55.4% | -6.3% |
| YTD | +12.3% | +16.2% | -3.8% | +7.6% |
| 1Y | +12.5% | +34.8% | -22.3% | +4.5% |
| 3Y | +79.2% | +25.3% | +53.9% | +63.3% |
| 5Y | +75.6% | +25.8% | +49.8% | +56.4% |
| 10Y | +313.4% | +83.7% | +229.7% | +226.1% |
| All | +766.3% | +971.2% | -204.8% | +318.6% |
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