+122.2%
DELL vs IRE
-97.2%
+219.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +39.6% | -35.9% | -1.1% |
| 7D | -22.6% | -27.2% | +4.6% | -20.7% |
| 30D | -43.2% | -75.1% | +31.9% | -35.8% |
| 3M | -24.8% | -77.9% | +53.0% | -15.2% |
| 6M | +38.0% | -94.6% | +132.6% | +63.6% |
| YTD | +163.7% | -91.5% | +255.3% | +193.7% |
| 1Y | +122.5% | -97.8% | +220.4% | +162.5% |
| All | +122.2% | -97.2% | +219.4% | +155.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling