+143.3%
DELL vs IBN
+4.2%
+139.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.8% | -12.6% | -9.2% |
| 7D | -24.6% | +8.9% | -33.5% | -25.7% |
| 30D | -32.5% | +12.6% | -45.1% | -34.6% |
| 3M | -20.2% | +3.1% | -23.3% | -20.1% |
| 6M | +76.5% | +20.6% | +55.9% | +65.0% |
| YTD | +198.9% | +5.8% | +193.1% | +192.2% |
| 1Y | +143.3% | +3.7% | +139.7% | +135.5% |
| All | +143.3% | +4.2% | +139.1% | +135.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling