+100.0%
DAL vs IJR
+54.5%
+45.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -0.5% |
| 7D | +3.4% | +0.9% | +2.4% | +2.2% |
| 30D | -13.6% | -3.1% | -10.4% | -9.8% |
| 3M | +1.2% | +4.4% | -3.2% | -3.8% |
| 6M | +34.5% | +16.1% | +18.4% | +12.0% |
| YTD | +14.7% | +20.6% | -5.9% | -8.3% |
| 1Y | +29.2% | +22.9% | +6.4% | +1.1% |
| 3Y | +100.0% | +55.2% | +44.8% | +21.8% |
| All | +100.0% | +54.5% | +45.5% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling