+386.9%
DAL vs IJH
+452.6%
-65.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -1.1% | +2.3% | -3.4% | -3.8% |
| 30D | +12.8% | +2.1% | +10.8% | +10.2% |
| 3M | -5.3% | -5.7% | +0.4% | +2.4% |
| 6M | +22.4% | +1.4% | +20.9% | +21.2% |
| YTD | +25.6% | +12.6% | +13.0% | +9.8% |
| 1Y | +45.5% | +16.1% | +29.4% | +22.6% |
| 3Y | +161.0% | +57.8% | +103.1% | +53.5% |
| 5Y | +112.2% | +36.8% | +75.5% | +52.1% |
| 10Y | +109.1% | +173.7% | -64.6% | -34.4% |
| All | +386.9% | +452.6% | -65.8% | -28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling