+2,655.3%
DELL vs IP
+31.6%
+2,623.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.9% | +2.5% | +4.3% |
| 7D | -11.8% | -3.0% | -8.8% | -10.7% |
| 30D | -40.8% | +10.6% | -51.4% | -43.4% |
| 3M | -23.6% | -13.6% | -10.0% | -19.6% |
| 6M | +33.4% | +10.4% | +22.9% | +26.0% |
| YTD | +178.0% | -6.5% | +184.5% | +176.1% |
| 1Y | +138.6% | -2.1% | +140.7% | +132.0% |
| 3Y | +400.9% | +22.0% | +378.9% | +326.6% |
| 5Y | +580.7% | -9.7% | +590.4% | +553.6% |
| 10Y | +2,655.3% | +26.8% | +2,628.5% | +2,159.6% |
| All | +2,655.3% | +31.6% | +2,623.7% | +2,159.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling