+381.8%
DAL vs IVZ
+123.3%
+258.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -8.0% | +3.7% | +0.2% |
| 7D | +4.6% | -6.7% | +11.2% | +8.7% |
| 30D | +2.3% | -10.9% | +13.2% | +9.2% |
| 3M | -8.1% | -14.8% | +6.7% | +0.6% |
| 6M | +21.4% | +2.4% | +19.0% | +18.7% |
| YTD | +24.3% | +5.4% | +18.9% | +19.2% |
| 1Y | +47.4% | +19.6% | +27.8% | +31.4% |
| 3Y | +164.6% | +122.4% | +42.2% | +60.6% |
| 5Y | +100.2% | +28.8% | +71.5% | +61.9% |
| 10Y | +124.9% | +52.3% | +72.6% | +45.5% |
| All | +381.8% | +123.3% | +258.6% | +115.7% |
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