+126.4%
DAL vs IEFA
+143.7%
-17.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -0.7% |
| 7D | +3.4% | +1.2% | +2.2% | +1.7% |
| 30D | -13.6% | -0.6% | -13.0% | -12.8% |
| 3M | +1.2% | +6.2% | -5.0% | -7.0% |
| 6M | +34.5% | +11.2% | +23.3% | +15.8% |
| YTD | +14.7% | +14.2% | +0.5% | -5.0% |
| 1Y | +29.2% | +20.0% | +9.2% | -0.2% |
| 3Y | +100.0% | +68.8% | +31.2% | -4.3% |
| 5Y | +106.3% | +52.7% | +53.7% | +16.3% |
| 10Y | +126.4% | +144.2% | -17.8% | -30.6% |
| All | +126.4% | +143.7% | -17.3% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 10y: compounded portfolio wealth divided by compounded IEFA 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…
10y analysis · Full analysis span regression · 6 months rolling