+831.3%
DAL vs IEFA
+217.0%
+614.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.6% |
| 7D | +0.1% | +0.6% | -0.5% | -0.6% |
| 30D | -13.9% | +1.0% | -15.0% | -15.0% |
| 3M | +1.1% | +4.7% | -3.6% | -4.8% |
| 6M | +26.2% | +8.6% | +17.7% | +13.6% |
| YTD | +16.4% | +14.8% | +1.6% | -2.7% |
| 1Y | +33.9% | +22.6% | +11.2% | +2.7% |
| 3Y | +93.4% | +67.0% | +26.4% | +0.3% |
| 5Y | +106.4% | +52.3% | +54.1% | +22.7% |
| 10Y | +143.0% | +147.3% | -4.4% | -14.9% |
| All | +831.3% | +217.0% | +614.3% | +148.5% |
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