+636.7%
DELL vs IBN
+25.1%
+611.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.6% | -4.8% | -5.2% |
| 7D | -1.9% | -5.5% | +3.6% | -0.1% |
| 30D | +14.9% | -3.4% | +18.3% | +16.3% |
| 3M | +37.2% | +8.7% | +28.5% | +32.9% |
| 6M | +254.0% | +3.7% | +250.3% | +247.4% |
| YTD | +306.1% | -2.4% | +308.5% | +306.5% |
| 1Y | +312.3% | -8.1% | +320.4% | +319.8% |
| All | +636.7% | +25.1% | +611.6% | +621.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling