+135.0%
DAL vs IFF
-21.7%
+156.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | +0.5% |
| 7D | +0.8% | -3.0% | +3.8% | +2.3% |
| 30D | -11.7% | -0.9% | -10.8% | -11.4% |
| 3M | -2.7% | +11.8% | -14.6% | -8.3% |
| 6M | +30.7% | +16.5% | +14.1% | +19.7% |
| YTD | +14.4% | +26.5% | -12.1% | +0.1% |
| 1Y | +31.2% | +32.7% | -1.5% | +11.7% |
| 3Y | +99.4% | +32.0% | +67.4% | +65.8% |
| 5Y | +98.6% | -36.1% | +134.6% | +132.3% |
| 10Y | +135.0% | -20.1% | +155.1% | +133.9% |
| All | +135.0% | -21.7% | +156.7% | +133.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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