+351.3%
DAL vs IEF
+81.7%
+269.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +0.1% | -0.3% | +0.4% | -0.2% |
| 30D | -13.9% | -0.8% | -13.1% | -14.8% |
| 3M | +1.1% | -1.0% | +2.1% | -0.4% |
| 6M | +26.2% | -2.8% | +29.0% | +21.1% |
| YTD | +16.4% | -1.5% | +17.9% | +13.5% |
| 1Y | +33.9% | -0.4% | +34.3% | +32.3% |
| 3Y | +93.4% | +9.7% | +83.7% | +116.6% |
| 5Y | +106.4% | -8.3% | +114.7% | +69.6% |
| 10Y | +143.0% | +4.6% | +138.4% | +157.6% |
| All | +351.3% | +81.7% | +269.6% | +1,404.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling