+111.4%
DAL vs IVZ
+34.9%
+76.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -1.3% |
| 7D | -1.1% | +6.8% | -7.9% | -5.1% |
| 30D | +12.8% | +3.5% | +9.3% | +10.3% |
| 3M | -5.3% | -10.0% | +4.8% | +0.9% |
| 6M | +22.4% | +4.5% | +17.9% | +17.8% |
| YTD | +25.6% | +12.6% | +13.0% | +14.8% |
| 1Y | +45.5% | +24.4% | +21.1% | +24.7% |
| 3Y | +161.0% | +150.6% | +10.4% | +36.3% |
| All | +111.4% | +34.9% | +76.5% | +77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling