+136.8%
DELL vs IP
-3.2%
+140.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.2% |
| 7D | -18.1% | 0.0% | -18.2% | -18.0% |
| 30D | -42.9% | +9.4% | -52.2% | -44.1% |
| 3M | -26.9% | -14.1% | -12.8% | -24.2% |
| 6M | +28.8% | +9.2% | +19.6% | +24.5% |
| YTD | +168.4% | -7.5% | +176.0% | +168.7% |
| 1Y | +136.8% | -2.8% | +139.6% | +133.0% |
| All | +136.8% | -3.2% | +140.0% | +133.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling