+113.0%
DAL vs IAG
+427.4%
-314.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.1% | -0.1% | -4.7% |
| 7D | +1.4% | -2.1% | +3.5% | +1.6% |
| 30D | +9.1% | -6.2% | +15.3% | +9.6% |
| 3M | -3.5% | -5.1% | +1.7% | -3.2% |
| 6M | +23.4% | -10.0% | +33.4% | +23.7% |
| YTD | +26.0% | +3.9% | +22.1% | +23.6% |
| 1Y | +44.6% | +18.9% | +25.8% | +39.9% |
| 3Y | +162.7% | +651.8% | -489.0% | +113.0% |
| 5Y | +113.0% | +416.3% | -303.3% | +74.4% |
| All | +113.0% | +427.4% | -314.4% | +74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling