We consider differential delay equations of the form
\partial_tx(t) = X_{t}(x(t - \tau))
in
\mathbb{R}^n
, where
(X_t)_{t\in S^1}
is a time-dependent family of smooth vector fields on
\mathbb{R}^n
and
\tau
is a delay parameter. If there is a (suitably non-degenerate) periodic solution
x_0
of this equation for
\tau=0
, that is without delay, there are good reasons to expect existence of a family of periodic solutions for all sufficiently small delays, smoothly parametrized by
\tau
. However, it seems difficult to prove this using the classical implicit function theorem, since the equation above, considered as an operator, is not smooth in the delay parameter. In this paper, we show how to use the M-polyfold implicit function theorem by Hofer–Wysocki–Zehnder (2009, 2021) to overcome this problem in a natural setup.