+270.0%
INTC vs ECL
+149.7%
+120.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.8% |
| 7D | +18.0% | -2.7% | +20.7% | +19.6% |
| 30D | +8.9% | -4.3% | +13.2% | +11.0% |
| 3M | -1.6% | +3.2% | -4.8% | -4.4% |
| 6M | +133.1% | -2.9% | +136.0% | +132.8% |
| YTD | +187.9% | +4.3% | +183.7% | +175.8% |
| 1Y | +334.7% | +1.6% | +333.1% | +319.2% |
| 3Y | +184.2% | +54.3% | +129.9% | +118.6% |
| 5Y | +116.0% | +26.5% | +89.5% | +80.1% |
| 10Y | +270.0% | +155.6% | +114.4% | +103.3% |
| All | +270.0% | +149.7% | +120.3% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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