+183.5%
DAL vs IFF
+26.0%
+157.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.2% | +3.1% | +4.3% |
| 7D | +10.0% | -10.8% | +20.8% | +15.2% |
| 30D | +12.0% | -0.1% | +12.2% | +11.4% |
| 3M | +0.8% | -1.2% | +2.0% | +0.7% |
| 6M | +26.2% | +5.2% | +21.0% | +21.7% |
| YTD | +33.7% | +27.3% | +6.4% | +16.4% |
| 1Y | +57.6% | +39.2% | +18.4% | +30.7% |
| 3Y | +183.5% | +26.1% | +157.3% | +125.5% |
| All | +183.5% | +26.0% | +157.5% | +125.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling