+392.2%
DAL vs IYR
+136.2%
+256.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.7% |
| 7D | +8.8% | +2.0% | +6.8% | +7.2% |
| 30D | +5.4% | +8.2% | -2.8% | -1.3% |
| 3M | -4.9% | -1.7% | -3.2% | -3.4% |
| 6M | +19.8% | -0.4% | +20.2% | +20.2% |
| YTD | +27.0% | +9.9% | +17.1% | +17.5% |
| 1Y | +52.5% | +10.4% | +42.0% | +40.5% |
| 3Y | +173.8% | +38.4% | +135.4% | +108.0% |
| 5Y | +104.5% | +5.2% | +99.3% | +95.6% |
| 10Y | +129.7% | +83.8% | +45.9% | +43.3% |
| All | +392.2% | +136.2% | +256.0% | +147.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling