+121.4%
DAL vs IAG
+370.6%
-249.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.5% | -0.8% |
| 7D | +2.3% | +3.4% | -1.1% | +2.1% |
| 30D | +14.3% | -2.7% | +17.0% | +14.4% |
| 3M | +1.3% | -0.5% | +1.8% | +1.1% |
| 6M | +29.3% | -4.8% | +34.1% | +29.0% |
| YTD | +33.0% | +9.6% | +23.4% | +30.7% |
| 1Y | +59.8% | +32.2% | +27.7% | +55.2% |
| 3Y | +177.2% | +692.5% | -515.4% | +139.9% |
| 5Y | +118.4% | +447.6% | -329.2% | +86.0% |
| 10Y | +121.4% | +403.3% | -281.9% | +88.2% |
| All | +121.4% | +370.6% | -249.2% | +88.2% |
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