+100.0%
DAL vs IJH
+52.3%
+47.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -0.5% |
| 7D | +3.4% | +1.0% | +2.4% | +1.8% |
| 30D | -13.6% | -3.1% | -10.4% | -9.2% |
| 3M | +1.2% | +1.9% | -0.7% | -1.3% |
| 6M | +34.5% | +11.0% | +23.5% | +16.0% |
| YTD | +14.7% | +14.7% | -0.1% | -5.3% |
| 1Y | +29.2% | +15.6% | +13.7% | +5.8% |
| 3Y | +100.0% | +52.5% | +47.4% | +16.1% |
| All | +100.0% | +52.3% | +47.7% | +16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling