+19.8%
DAL vs IJR
-0.2%
+20.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +2.0% |
| 7D | +8.8% | -1.9% | +10.7% | +12.6% |
| 30D | +5.4% | +0.4% | +5.0% | +4.7% |
| 3M | -4.9% | -6.6% | +1.6% | +7.8% |
| 6M | +19.8% | -0.3% | +20.1% | +19.8% |
| All | +19.8% | -0.2% | +20.1% | +19.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling