+69.6%
IWM vs DLTR
+21.5%
+48.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +1.9% | 0.0% |
| 7D | +1.4% | +5.3% | -3.9% | +0.7% |
| 30D | +2.3% | +13.4% | -11.1% | +0.4% |
| 3M | -8.3% | +6.6% | -14.9% | -9.3% |
| 6M | -1.3% | +59.1% | -60.4% | -8.3% |
| YTD | +13.5% | +12.3% | +1.3% | +10.7% |
| 1Y | +18.4% | +33.9% | -15.5% | +12.3% |
| 3Y | +69.6% | +23.0% | +46.6% | +51.5% |
| All | +69.6% | +21.5% | +48.2% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling