+102.9%
DAL vs IJR
+23.0%
+79.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +2.0% |
| 7D | +8.8% | -1.9% | +10.7% | +11.6% |
| 30D | +5.4% | +0.4% | +5.0% | +5.2% |
| 3M | -4.9% | -6.6% | +1.6% | +3.9% |
| 6M | +19.8% | -0.3% | +20.1% | +21.4% |
| YTD | +27.0% | +15.5% | +11.5% | +8.2% |
| 1Y | +52.5% | +19.2% | +33.2% | +25.1% |
| 3Y | +173.8% | +54.6% | +119.3% | +65.7% |
| All | +102.9% | +23.0% | +79.9% | +73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling