+105.8%
DAL vs IP
-17.2%
+123.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +0.7% |
| 7D | +0.1% | -5.3% | +5.4% | +2.8% |
| 30D | -13.9% | -10.9% | -3.1% | -9.0% |
| 3M | +1.1% | +11.2% | -10.1% | -4.7% |
| 6M | +26.2% | -10.2% | +36.5% | +31.0% |
| YTD | +16.4% | -2.0% | +18.4% | +14.8% |
| 1Y | +33.9% | -19.1% | +52.9% | +44.4% |
| 3Y | +93.4% | +20.9% | +72.5% | +60.4% |
| All | +105.8% | -17.2% | +123.0% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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