+31.2%
DAL vs IJR
+21.8%
+9.4%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +1.4% |
| 7D | +0.8% | -1.1% | +1.9% | +2.5% |
| 30D | -11.7% | -3.6% | -8.1% | -6.5% |
| 3M | -2.7% | +2.3% | -5.1% | -5.7% |
| 6M | +30.7% | +14.3% | +16.3% | +7.8% |
| YTD | +14.4% | +19.3% | -4.9% | -9.2% |
| 1Y | +31.2% | +22.6% | +8.6% | +0.4% |
| All | +31.2% | +21.8% | +9.4% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling