+38.2%
IWM vs DLTR
+27.2%
+11.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -0.6% |
| 7D | -1.1% | -10.2% | +9.1% | +0.7% |
| 30D | -3.1% | -8.5% | +5.4% | -1.7% |
| 3M | +2.2% | +5.6% | -3.3% | +0.9% |
| 6M | +15.1% | +2.2% | +12.9% | +13.7% |
| YTD | +18.6% | -3.8% | +22.3% | +18.2% |
| 1Y | +24.0% | +22.9% | +1.0% | +17.7% |
| 3Y | +63.7% | +2.0% | +61.7% | +58.2% |
| 5Y | +38.2% | +29.8% | +8.4% | +34.1% |
| All | +38.2% | +27.2% | +11.0% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling