+400.9%
DELL vs IP
+20.2%
+380.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.9% | +2.5% | +4.6% |
| 7D | -11.8% | -3.0% | -8.8% | -11.0% |
| 30D | -40.8% | +10.6% | -51.4% | -42.7% |
| 3M | -23.6% | -13.6% | -10.0% | -20.5% |
| 6M | +33.4% | +10.4% | +22.9% | +27.9% |
| YTD | +178.0% | -6.5% | +184.5% | +177.3% |
| 1Y | +138.6% | -2.1% | +140.7% | +134.0% |
| 3Y | +400.9% | +22.0% | +378.9% | +442.0% |
| All | +400.9% | +20.2% | +380.7% | +442.0% |
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 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