+3,047.2%
DELL vs IBN
+446.6%
+2,600.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.4% | -7.6% | -7.3% |
| 7D | +4.9% | +1.9% | +3.0% | +4.3% |
| 30D | -32.1% | +22.1% | -54.2% | -36.3% |
| 3M | -30.2% | +17.1% | -47.3% | -33.7% |
| 6M | +41.7% | +35.5% | +6.2% | +28.7% |
| YTD | +176.6% | +16.8% | +159.8% | +162.2% |
| 1Y | +159.9% | +12.4% | +147.5% | +149.2% |
| 3Y | +388.0% | +58.0% | +329.9% | +320.4% |
| 5Y | +578.2% | +73.7% | +504.5% | +466.7% |
| 10Y | +2,653.4% | +385.6% | +2,267.8% | +1,712.9% |
| All | +3,047.2% | +446.6% | +2,600.6% | +1,921.4% |
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 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