+111.4%
DAL vs IVZ
+36.0%
+75.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -1.8% |
| 7D | -1.1% | +7.6% | -8.7% | -5.5% |
| 30D | +12.8% | +4.3% | +8.5% | +9.8% |
| 3M | -5.3% | -9.3% | +4.1% | +0.4% |
| 6M | +22.4% | +5.2% | +17.1% | +17.2% |
| YTD | +25.6% | +13.4% | +12.2% | +14.3% |
| 1Y | +45.5% | +25.4% | +20.1% | +24.1% |
| 3Y | +161.0% | +152.5% | +8.5% | +35.6% |
| All | +111.4% | +36.0% | +75.5% | +76.6% |
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