+126.2%
DAL vs IP
-10.3%
+136.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.5% | +5.6% | +6.4% |
| 7D | +11.1% | +3.4% | +7.7% | +9.2% |
| 30D | +7.7% | +11.2% | -3.5% | +2.0% |
| 3M | -3.5% | -14.8% | +11.2% | +3.9% |
| 6M | +31.3% | +17.3% | +14.0% | +20.2% |
| YTD | +30.0% | -6.2% | +36.1% | +30.5% |
| 1Y | +62.1% | +2.3% | +59.7% | +55.2% |
| 3Y | +176.6% | +17.7% | +159.0% | +130.4% |
| 5Y | +126.2% | -8.4% | +134.6% | +132.2% |
| All | +126.2% | -10.3% | +136.5% | +132.2% |
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