+125.6%
DAL vs IJR
+164.5%
-38.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.9% |
| 7D | +10.7% | +0.1% | +10.6% | +10.8% |
| 30D | +12.5% | +2.6% | +9.9% | +9.4% |
| 3M | +3.6% | -4.3% | +7.9% | +9.8% |
| 6M | +26.7% | +2.7% | +24.0% | +23.8% |
| YTD | +34.3% | +18.5% | +15.8% | +11.4% |
| 1Y | +59.1% | +20.1% | +39.1% | +30.0% |
| 3Y | +179.9% | +61.7% | +118.1% | +62.2% |
| 5Y | +119.1% | +28.5% | +90.6% | +68.6% |
| 10Y | +125.6% | +161.6% | -35.9% | -19.6% |
| All | +125.6% | +164.5% | -38.8% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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