+165.3%
IWM vs DLTR
+45.9%
+119.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -2.5% | -9.4% | +6.9% | -0.5% |
| 30D | -4.4% | -7.3% | +2.9% | -3.0% |
| 3M | +2.2% | +7.6% | -5.3% | +0.2% |
| 6M | +14.0% | +1.6% | +12.5% | +12.4% |
| YTD | +17.4% | -3.5% | +20.9% | +16.7% |
| 1Y | +22.9% | +20.0% | +2.9% | +15.8% |
| 3Y | +62.1% | +2.3% | +59.8% | +53.9% |
| 5Y | +38.2% | +31.5% | +6.6% | +18.6% |
| All | +165.3% | +45.9% | +119.4% | +106.4% |
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