+633.1%
DELL vs IP
-13.0%
+646.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.3% | +13.1% | +12.2% |
| 7D | +0.4% | -2.8% | +3.1% | +1.5% |
| 30D | -35.1% | +9.2% | -44.3% | -37.4% |
| 3M | -15.1% | -16.1% | +1.0% | -10.1% |
| 6M | +51.7% | +9.6% | +42.2% | +44.2% |
| YTD | +200.0% | -8.8% | +208.8% | +200.9% |
| 1Y | +172.1% | -5.5% | +177.7% | +168.6% |
| 3Y | +431.2% | +19.6% | +411.6% | +360.0% |
| 5Y | +633.1% | -13.5% | +646.5% | +638.0% |
| All | +633.1% | -13.0% | +646.0% | +638.0% |
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 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