+633.0%
IVV vs DAL
+329.9%
+303.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.8% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +0.1% | -13.9% | +14.0% | +3.1% |
| 3M | +2.0% | +1.1% | +0.9% | +1.5% |
| 6M | +13.0% | +26.2% | -13.2% | +7.2% |
| YTD | +13.6% | +16.4% | -2.8% | +9.2% |
| 1Y | +20.1% | +33.9% | -13.8% | +11.8% |
| 3Y | +77.6% | +93.4% | -15.8% | +49.6% |
| 5Y | +82.5% | +106.4% | -23.9% | +48.6% |
| 10Y | +316.5% | +143.0% | +173.6% | +210.2% |
| All | +633.0% | +329.9% | +303.1% | +291.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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