+134.2%
DAL vs IJH
+184.0%
-49.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.1% |
| 7D | -0.3% | -1.9% | +1.5% | +2.1% |
| 30D | -11.1% | -4.6% | -6.5% | -5.4% |
| 3M | -2.1% | -1.2% | -0.9% | -0.4% |
| 6M | +35.8% | +9.4% | +26.4% | +21.9% |
| YTD | +16.0% | +13.3% | +2.7% | +0.1% |
| 1Y | +33.7% | +13.4% | +20.3% | +15.5% |
| 3Y | +102.3% | +50.4% | +51.8% | +25.5% |
| 5Y | +110.3% | +49.0% | +61.4% | +34.4% |
| All | +134.2% | +184.0% | -49.8% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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