+381.8%
DAL vs IAG
+140.5%
+241.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.4% |
| 7D | +4.6% | +4.5% | 0.0% | +4.4% |
| 30D | +2.3% | -5.7% | +8.0% | +2.5% |
| 3M | -8.1% | +10.1% | -18.2% | -8.6% |
| 6M | +21.4% | +7.3% | +14.1% | +20.8% |
| YTD | +24.3% | +6.1% | +18.2% | +23.3% |
| 1Y | +47.4% | +46.8% | +0.6% | +44.4% |
| 3Y | +164.6% | +573.1% | -408.5% | +144.6% |
| 5Y | +100.2% | +477.6% | -377.3% | +83.1% |
| 10Y | +124.9% | +315.7% | -190.8% | +104.2% |
| All | +381.8% | +140.5% | +241.3% | +309.2% |
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 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