+351.3%
DAL vs IP
+117.4%
+233.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +0.6% |
| 7D | +0.1% | -5.3% | +5.4% | +3.1% |
| 30D | -13.9% | -10.9% | -3.1% | -8.5% |
| 3M | +1.1% | +11.2% | -10.1% | -5.3% |
| 6M | +26.2% | -10.2% | +36.5% | +31.3% |
| YTD | +16.4% | -2.0% | +18.4% | +14.5% |
| 1Y | +33.9% | -19.1% | +52.9% | +44.7% |
| 3Y | +93.4% | +20.9% | +72.5% | +59.9% |
| 5Y | +106.4% | -17.8% | +124.2% | +110.2% |
| 10Y | +143.0% | +23.5% | +119.4% | +90.7% |
| All | +351.3% | +117.4% | +233.9% | +126.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling