+135.0%
DAL vs IYR
+65.1%
+69.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.9% | +0.8% |
| 7D | +0.8% | -0.9% | +1.7% | +1.7% |
| 30D | -11.7% | -2.4% | -9.4% | -9.7% |
| 3M | -2.7% | -2.0% | -0.7% | -1.1% |
| 6M | +30.7% | +2.5% | +28.2% | +27.4% |
| YTD | +14.4% | +8.3% | +6.1% | +5.6% |
| 1Y | +31.2% | +6.5% | +24.7% | +23.1% |
| 3Y | +99.4% | +29.3% | +70.1% | +53.0% |
| 5Y | +98.6% | +5.7% | +92.9% | +86.4% |
| 10Y | +135.0% | +69.2% | +65.8% | +49.6% |
| All | +135.0% | +65.1% | +69.9% | +49.6% |
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