+125.6%
DAL vs IVZ
+48.7%
+76.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | +10.7% | +2.2% | +8.6% | +9.3% |
| 30D | +12.5% | -2.2% | +14.7% | +13.9% |
| 3M | +3.6% | -8.4% | +12.1% | +8.8% |
| 6M | +26.7% | +6.2% | +20.6% | +21.3% |
| YTD | +34.3% | +12.4% | +21.9% | +24.0% |
| 1Y | +59.1% | +26.0% | +33.1% | +37.5% |
| 3Y | +179.9% | +147.9% | +32.0% | +59.0% |
| 5Y | +119.1% | +38.8% | +80.4% | +68.1% |
| 10Y | +125.6% | +44.6% | +81.1% | +41.0% |
| All | +125.6% | +48.7% | +76.9% | +41.0% |
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