+132.2%
DAL vs IVZ
+65.9%
+66.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.2% |
| 7D | +0.1% | +0.6% | -0.5% | -0.3% |
| 30D | -13.9% | +4.0% | -17.9% | -15.9% |
| 3M | +1.1% | +18.2% | -17.1% | -8.9% |
| 6M | +26.2% | +32.8% | -6.6% | +6.2% |
| YTD | +16.4% | +28.7% | -12.3% | -0.4% |
| 1Y | +33.9% | +55.4% | -21.5% | +2.5% |
| 3Y | +93.4% | +135.2% | -41.8% | +13.1% |
| 5Y | +106.4% | +64.2% | +42.2% | +42.8% |
| All | +132.2% | +65.9% | +66.3% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling