+173.8%
DAL vs IEFA
+61.4%
+112.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +2.9% | +3.2% |
| 7D | +8.8% | -1.6% | +10.4% | +11.3% |
| 30D | +5.4% | -1.5% | +6.8% | +7.8% |
| 3M | -4.9% | -5.2% | +0.3% | +2.5% |
| 6M | +19.8% | -1.6% | +21.4% | +22.9% |
| YTD | +27.0% | +7.7% | +19.3% | +15.0% |
| 1Y | +52.5% | +12.2% | +40.2% | +30.5% |
| 3Y | +173.8% | +62.1% | +111.8% | +49.6% |
| All | +173.8% | +61.4% | +112.4% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling