+313.5%
INTC vs BIYA
-99.8%
+413.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.5% | -5.6% |
| 7D | +9.4% | -1.3% | +10.7% | +9.4% |
| 30D | +2.7% | -15.9% | +18.6% | +2.5% |
| 3M | -6.3% | -81.2% | +75.0% | -7.6% |
| 6M | +114.5% | -88.2% | +202.7% | +113.6% |
| YTD | +171.9% | -94.1% | +266.0% | +168.5% |
| 1Y | +305.0% | -98.7% | +403.7% | +307.2% |
| All | +313.5% | -99.8% | +413.3% | +309.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling