+4,681.2%
DELL vs IBN
+379.8%
+4,301.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +14.9% | +1.4% | +13.5% | +14.5% |
| 30D | +13.3% | -0.3% | +13.6% | +13.4% |
| 3M | +24.4% | +17.1% | +7.3% | +18.5% |
| 6M | +258.0% | +3.4% | +254.6% | +253.5% |
| YTD | +320.2% | +2.5% | +317.7% | +315.8% |
| 1Y | +319.1% | -4.2% | +323.2% | +322.0% |
| 3Y | +706.5% | +32.4% | +674.1% | +634.5% |
| 5Y | +1,071.9% | +59.2% | +1,012.7% | +909.1% |
| 10Y | +4,683.5% | +345.7% | +4,337.8% | +3,171.6% |
| All | +4,681.2% | +379.8% | +4,301.5% | +3,105.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling