+143.3%
DELL vs IRE
-97.6%
+240.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -23.2% | +14.4% | -6.1% |
| 7D | -24.6% | -46.8% | +22.2% | -19.5% |
| 30D | -32.5% | -75.5% | +43.0% | -22.9% |
| 3M | -20.2% | -79.4% | +59.2% | -8.7% |
| 6M | +76.5% | -91.3% | +167.8% | +106.5% |
| YTD | +198.9% | -90.8% | +289.7% | +234.5% |
| 1Y | +143.3% | -97.7% | +241.1% | +183.4% |
| All | +143.3% | -97.6% | +240.9% | +183.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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