+753.8%
IWM vs DLTR
+994.9%
-241.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +1.9% | +0.2% |
| 7D | +1.4% | +5.3% | -3.9% | +0.2% |
| 30D | +2.3% | +13.4% | -11.1% | -0.9% |
| 3M | -8.3% | +6.6% | -14.9% | -10.1% |
| 6M | -1.3% | +59.1% | -60.4% | -12.5% |
| YTD | +13.5% | +12.3% | +1.3% | +8.5% |
| 1Y | +18.4% | +33.9% | -15.5% | +8.4% |
| 3Y | +69.6% | +23.0% | +46.6% | +52.7% |
| 5Y | +23.3% | +22.1% | +1.2% | +8.4% |
| 10Y | +147.0% | +77.5% | +69.5% | +88.6% |
| All | +753.8% | +994.9% | -241.1% | +264.3% |
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