-30.2%
DELL vs IBN
+14.5%
-44.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.4% | -7.6% | -6.9% |
| 7D | +4.9% | +1.9% | +3.0% | +6.0% |
| 30D | -32.1% | +22.1% | -54.2% | -27.1% |
| 3M | -30.2% | +17.1% | -47.3% | -19.7% |
| All | -30.2% | +14.5% | -44.7% | -19.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling