+65.6%
IWM vs DLTR
+6.4%
+59.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.2% | +0.4% |
| 7D | +1.4% | -5.8% | +7.2% | +2.3% |
| 30D | -2.3% | -5.2% | +3.0% | -1.6% |
| 3M | +4.0% | +15.2% | -11.2% | +1.5% |
| 6M | +17.9% | +7.1% | +10.8% | +16.0% |
| YTD | +20.2% | +0.8% | +19.4% | +19.1% |
| 1Y | +25.0% | +24.8% | +0.2% | +19.3% |
| All | +65.6% | +6.4% | +59.1% | +53.9% |
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