+392.2%
DAL vs IVZ
+123.3%
+269.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +8.8% | -2.4% | +11.2% | +10.3% |
| 30D | +5.4% | -11.2% | +16.6% | +12.8% |
| 3M | -4.9% | -14.0% | +9.0% | +3.4% |
| 6M | +19.8% | +0.5% | +19.4% | +18.4% |
| YTD | +27.0% | +5.4% | +21.6% | +21.8% |
| 1Y | +52.5% | +19.5% | +33.0% | +36.0% |
| 3Y | +173.8% | +128.7% | +45.1% | +63.6% |
| 5Y | +104.5% | +28.8% | +75.8% | +65.4% |
| 10Y | +129.7% | +52.3% | +77.4% | +48.6% |
| All | +392.2% | +123.3% | +269.0% | +120.3% |
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 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