+552.2%
DELL vs IP
-12.0%
+564.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.8% | +3.4% |
| 7D | -22.6% | -5.1% | -17.5% | -21.2% |
| 30D | -43.2% | +8.5% | -51.7% | -45.0% |
| 3M | -24.8% | -13.8% | -11.0% | -21.2% |
| 6M | +38.0% | +5.7% | +32.3% | +32.9% |
| YTD | +163.7% | -9.1% | +172.9% | +164.9% |
| 1Y | +122.5% | -0.8% | +123.4% | +115.1% |
| 3Y | +377.0% | +14.8% | +362.2% | +321.9% |
| All | +552.2% | -12.0% | +564.2% | +550.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling