+699.9%
IYR vs DLTR
+846.1%
-146.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.6% | +5.5% | +0.9% |
| 7D | -0.4% | -5.8% | +5.4% | +0.6% |
| 30D | -2.5% | -5.2% | +2.7% | -1.7% |
| 3M | +1.5% | +15.2% | -13.7% | -1.3% |
| 6M | +3.9% | +7.1% | -3.3% | +1.7% |
| YTD | +9.5% | +0.8% | +8.7% | +8.2% |
| 1Y | +7.5% | +24.8% | -17.3% | +1.9% |
| 3Y | +30.8% | +6.9% | +23.9% | +23.9% |
| 5Y | +4.8% | +33.2% | -28.5% | -7.0% |
| 10Y | +64.3% | +51.6% | +12.8% | +36.9% |
| All | +699.9% | +846.1% | -146.2% | +348.9% |
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 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