+388.0%
DELL vs IP
+18.8%
+369.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.4% | -8.6% | -7.6% |
| 7D | +4.9% | -0.3% | +5.2% | +4.9% |
| 30D | -32.1% | +7.9% | -40.0% | -33.8% |
| 3M | -30.2% | -15.3% | -14.9% | -27.1% |
| 6M | +41.7% | +10.5% | +31.2% | +35.7% |
| YTD | +176.6% | -9.4% | +186.0% | +178.1% |
| 1Y | +159.9% | -4.6% | +164.6% | +156.6% |
| 3Y | +388.0% | +21.2% | +366.7% | +431.9% |
| All | +388.0% | +18.8% | +369.2% | +431.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling