+351.3%
DAL vs IAG
+181.5%
+169.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +1.9% |
| 7D | +0.1% | -0.5% | +0.7% | +0.1% |
| 30D | -13.9% | +28.9% | -42.8% | -14.9% |
| 3M | +1.1% | +19.1% | -18.1% | +0.2% |
| 6M | +26.2% | -10.3% | +36.5% | +26.3% |
| YTD | +16.4% | +24.2% | -7.8% | +14.8% |
| 1Y | +33.9% | +116.5% | -82.6% | +29.2% |
| 3Y | +93.4% | +742.8% | -649.4% | +77.3% |
| 5Y | +106.4% | +753.3% | -647.0% | +86.6% |
| 10Y | +143.0% | +403.2% | -260.2% | +119.1% |
| All | +351.3% | +181.5% | +169.8% | +281.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling