+122.8%
DAL vs IAG
+365.5%
-242.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.2% | -5.0% | +1.6% |
| 7D | +8.8% | +21.4% | -12.6% | +7.3% |
| 30D | +5.4% | +4.0% | +1.3% | +5.0% |
| 3M | -4.9% | +17.0% | -22.0% | -6.2% |
| 6M | +19.8% | +1.4% | +18.4% | +19.1% |
| YTD | +27.0% | +13.8% | +13.2% | +24.6% |
| 1Y | +52.5% | +55.8% | -3.4% | +46.6% |
| 3Y | +173.8% | +647.4% | -473.6% | +138.1% |
| 5Y | +104.5% | +519.1% | -414.6% | +73.8% |
| All | +122.8% | +365.5% | -242.7% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling