+64.1%
IWM vs DAL
+95.1%
-31.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.3% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | -1.3% | -13.9% | +12.7% | +3.6% |
| 3M | +1.6% | +1.1% | +0.5% | +0.8% |
| 6M | +13.6% | +26.2% | -12.7% | +4.2% |
| YTD | +20.8% | +16.4% | +4.3% | +13.3% |
| 1Y | +26.4% | +33.9% | -7.4% | +12.7% |
| All | +64.1% | +95.1% | -31.0% | +14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling