+808.3%
IWM vs DLTR
+942.1%
-133.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +0.1% | +2.5% | -2.4% | -0.5% |
| 30D | -1.3% | +2.1% | -3.3% | -1.8% |
| 3M | +1.6% | +20.3% | -18.7% | -3.0% |
| 6M | +13.6% | +11.5% | +2.0% | +9.5% |
| YTD | +20.8% | +6.8% | +13.9% | +17.2% |
| 1Y | +26.4% | +31.1% | -4.7% | +16.6% |
| 3Y | +60.7% | +10.7% | +50.0% | +48.9% |
| 5Y | +38.2% | +41.6% | -3.4% | +17.2% |
| 10Y | +169.5% | +58.1% | +111.3% | +112.2% |
| All | +808.3% | +942.1% | -133.8% | +293.6% |
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