+915.8%
DAL vs IEFA
+197.3%
+718.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +2.9% | +3.2% |
| 7D | +8.8% | -1.6% | +10.4% | +11.2% |
| 30D | +5.4% | -1.5% | +6.8% | +7.7% |
| 3M | -4.9% | -5.2% | +0.3% | +2.2% |
| 6M | +19.8% | -1.6% | +21.4% | +22.9% |
| YTD | +27.0% | +7.7% | +19.3% | +15.7% |
| 1Y | +52.5% | +12.2% | +40.2% | +31.8% |
| 3Y | +173.8% | +62.1% | +111.8% | +47.9% |
| 5Y | +104.5% | +43.7% | +60.8% | +31.9% |
| 10Y | +129.7% | +142.7% | -13.0% | -16.0% |
| All | +915.8% | +197.3% | +718.5% | +195.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling