+351.3%
DAL vs IYR
+135.6%
+215.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.4% |
| 7D | +0.1% | -1.2% | +1.4% | +1.2% |
| 30D | -13.9% | -2.9% | -11.1% | -11.8% |
| 3M | +1.1% | +0.8% | +0.2% | +0.2% |
| 6M | +26.2% | +1.9% | +24.4% | +24.3% |
| YTD | +16.4% | +9.6% | +6.8% | +7.8% |
| 1Y | +33.9% | +8.1% | +25.8% | +25.3% |
| 3Y | +93.4% | +29.2% | +64.2% | +55.3% |
| 5Y | +106.4% | +4.3% | +102.1% | +98.2% |
| 10Y | +143.0% | +64.7% | +78.3% | +64.7% |
| All | +351.3% | +135.6% | +215.6% | +126.9% |
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