+41.4%
DAL vs IRE
-97.2%
+138.7%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +39.6% | -37.4% | +0.2% |
| 7D | +8.8% | -27.2% | +36.0% | +9.3% |
| 30D | +5.4% | -75.1% | +80.5% | +11.2% |
| 3M | -4.9% | -77.9% | +72.9% | 0.0% |
| 6M | +19.8% | -94.6% | +114.4% | +31.2% |
| YTD | +27.0% | -91.5% | +118.5% | +29.8% |
| 1Y | +52.5% | -97.8% | +150.3% | +68.6% |
| All | +41.4% | -97.2% | +138.7% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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