+101.5%
DAL vs IFF
+31.4%
+70.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | +0.1% | -1.8% | +1.9% | +1.0% |
| 30D | -13.9% | -2.0% | -12.0% | -13.2% |
| 3M | +1.1% | +18.5% | -17.5% | -6.7% |
| 6M | +26.2% | +11.7% | +14.6% | +18.8% |
| YTD | +16.4% | +29.6% | -13.1% | +1.7% |
| 1Y | +33.9% | +35.0% | -1.1% | +14.2% |
| All | +101.5% | +31.4% | +70.1% | +67.5% |
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