+351.3%
DAL vs IVZ
+172.6%
+178.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.8% |
| 6M | +26.2% | +32.8% | -6.6% | +6.3% |
| YTD | +16.4% | +28.7% | -12.3% | -0.3% |
| 1Y | +33.9% | +55.4% | -21.5% | +2.7% |
| 3Y | +93.4% | +135.2% | -41.8% | +13.6% |
| 5Y | +106.4% | +64.2% | +42.2% | +44.1% |
| 10Y | +143.0% | +64.6% | +78.4% | +50.4% |
| All | +351.3% | +172.6% | +178.6% | +80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling