+121.4%
DAL vs IJH
+180.3%
-58.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -2.0% |
| 7D | +2.3% | +0.2% | +2.1% | +2.1% |
| 30D | +14.3% | +2.1% | +12.2% | +11.5% |
| 3M | +1.3% | -3.6% | +4.9% | +6.6% |
| 6M | +29.3% | +1.8% | +27.4% | +27.3% |
| YTD | +33.0% | +14.1% | +18.9% | +13.9% |
| 1Y | +59.8% | +15.9% | +44.0% | +34.5% |
| 3Y | +177.2% | +59.7% | +117.5% | +59.7% |
| 5Y | +118.4% | +39.1% | +79.3% | +52.1% |
| 10Y | +121.4% | +177.3% | -55.9% | -35.4% |
| All | +121.4% | +180.3% | -58.9% | -35.4% |
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