+254.0%
DELL vs IRE
-84.4%
+338.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +14.0% | -12.5% | +0.2% |
| 7D | +14.9% | +54.8% | -39.9% | +10.4% |
| 30D | +13.3% | +18.4% | -5.1% | +10.6% |
| 3M | +24.4% | -66.7% | +91.1% | +27.8% |
| 6M | +258.0% | -52.3% | +310.3% | +254.7% |
| YTD | +320.2% | -52.3% | +372.5% | +303.2% |
| All | +254.0% | -84.4% | +338.4% | +250.8% |
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