+111.4%
DAL vs IEF
-8.1%
+119.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | -1.1% | -2.0% | +0.9% | -1.0% |
| 30D | +12.8% | +0.7% | +12.1% | +12.8% |
| 3M | -5.3% | -2.5% | -2.8% | -5.2% |
| 6M | +22.4% | -2.6% | +24.9% | +22.3% |
| YTD | +25.6% | -3.2% | +28.8% | +25.5% |
| 1Y | +45.5% | -3.0% | +48.5% | +45.4% |
| 3Y | +161.0% | +10.5% | +150.4% | +163.0% |
| All | +111.4% | -8.1% | +119.5% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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