+128.1%
DAL vs IVZ
+55.7%
+72.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.8% | -1.5% | +1.4% |
| 7D | +10.0% | +4.1% | +5.9% | +7.5% |
| 30D | +12.0% | -2.0% | +14.1% | +13.3% |
| 3M | +0.8% | -7.8% | +8.6% | +5.4% |
| 6M | +26.2% | +6.3% | +19.9% | +20.7% |
| YTD | +33.7% | +12.6% | +21.1% | +23.4% |
| 1Y | +57.6% | +27.6% | +29.9% | +35.2% |
| 3Y | +183.5% | +154.0% | +29.4% | +58.8% |
| 5Y | +114.2% | +37.3% | +76.9% | +65.2% |
| 10Y | +128.1% | +50.5% | +77.6% | +39.3% |
| All | +128.1% | +55.7% | +72.5% | +39.3% |
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