+351.3%
DAL vs IFF
+165.4%
+185.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | +0.1% | -1.8% | +1.9% | +1.2% |
| 30D | -13.9% | -2.0% | -12.0% | -13.0% |
| 3M | +1.1% | +18.5% | -17.5% | -9.2% |
| 6M | +26.2% | +11.7% | +14.6% | +16.1% |
| YTD | +16.4% | +29.6% | -13.1% | -2.9% |
| 1Y | +33.9% | +35.0% | -1.1% | +8.3% |
| 3Y | +93.4% | +32.3% | +61.1% | +52.9% |
| 5Y | +106.4% | -34.6% | +140.9% | +143.2% |
| 10Y | +143.0% | -20.6% | +163.6% | +128.8% |
| All | +351.3% | +165.4% | +185.9% | +33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling