+351.3%
DAL vs IJR
+433.8%
-82.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.4% |
| 7D | +0.1% | -0.2% | +0.3% | +0.4% |
| 30D | -13.9% | -2.4% | -11.5% | -11.3% |
| 3M | +1.1% | +3.9% | -2.9% | -3.1% |
| 6M | +26.2% | +12.4% | +13.9% | +10.8% |
| YTD | +16.4% | +21.5% | -5.1% | -6.6% |
| 1Y | +33.9% | +24.0% | +9.9% | +5.0% |
| 3Y | +93.4% | +49.7% | +43.7% | +22.6% |
| 5Y | +106.4% | +39.7% | +66.7% | +43.8% |
| 10Y | +143.0% | +169.0% | -26.0% | -20.1% |
| All | +351.3% | +433.8% | -82.5% | -33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling