+59.1%
DAL vs IJR
+20.0%
+39.1%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +1.1% |
| 7D | +10.7% | +0.1% | +10.6% | +10.6% |
| 30D | +12.5% | +2.6% | +9.9% | +8.0% |
| 3M | +3.6% | -4.3% | +7.9% | +11.8% |
| 6M | +26.7% | +2.7% | +24.0% | +21.8% |
| YTD | +34.3% | +18.5% | +15.8% | +5.9% |
| 1Y | +59.1% | +20.1% | +39.1% | +23.4% |
| All | +59.1% | +20.0% | +39.1% | +23.4% |
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