+12.4%
IYR vs DLTR
+45.2%
-32.8%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.6% | -6.5% | +2.0% |
| 7D | +6.9% | +15.6% | -8.7% | +5.2% |
| 30D | +10.2% | +29.9% | -19.6% | +7.2% |
| 3M | -0.3% | +12.5% | -12.8% | -1.8% |
| 6M | +3.6% | +56.3% | -52.7% | -1.1% |
| YTD | +12.5% | +19.5% | -7.0% | +10.6% |
| 1Y | +12.4% | +44.0% | -31.6% | +6.1% |
| All | +12.4% | +45.2% | -32.8% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling