+5,074.9%
DELL vs IFF
-20.4%
+5,095.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.5% | +12.5% | +12.2% |
| 7D | +8.2% | -3.2% | +11.4% | +9.4% |
| 30D | +17.1% | -0.3% | +17.4% | +17.1% |
| 3M | +45.2% | +8.4% | +36.7% | +40.0% |
| 6M | +286.8% | +23.0% | +263.7% | +255.1% |
| YTD | +354.8% | +25.5% | +329.3% | +312.7% |
| 1Y | +358.3% | +29.1% | +329.2% | +310.0% |
| 3Y | +724.9% | +31.7% | +693.2% | +617.0% |
| 5Y | +1,193.7% | -35.2% | +1,228.9% | +1,326.0% |
| 10Y | +4,433.8% | -20.7% | +4,454.5% | +4,168.3% |
| All | +5,074.9% | -20.4% | +5,095.3% | +4,764.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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