+123.5%
DAL vs IYR
+89.3%
+34.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.6% |
| 7D | +10.7% | +2.1% | +8.6% | +8.7% |
| 30D | +12.5% | +7.2% | +5.4% | +5.3% |
| 3M | +3.6% | +0.4% | +3.3% | +3.4% |
| 6M | +26.7% | +1.4% | +25.3% | +24.9% |
| YTD | +34.3% | +11.3% | +22.9% | +20.8% |
| 1Y | +59.1% | +10.5% | +48.6% | +44.3% |
| 3Y | +179.9% | +41.7% | +138.2% | +95.8% |
| 5Y | +119.1% | +7.1% | +112.1% | +103.6% |
| All | +123.5% | +89.3% | +34.3% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 10y: compounded portfolio wealth divided by compounded IYR 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…
10y analysis · Full analysis span regression · 6 months rolling