+103.2%
INTC vs ETN
+185.4%
-82.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.0% | -1.4% | 0.0% |
| 7D | +7.5% | +3.5% | +3.9% | +5.1% |
| 30D | +2.0% | -7.5% | +9.5% | +7.4% |
| 3M | -12.0% | +8.3% | -20.3% | -15.7% |
| 6M | +114.5% | +20.2% | +94.4% | +93.1% |
| YTD | +179.0% | +34.7% | +144.3% | +135.3% |
| 1Y | +318.3% | +19.4% | +298.8% | +277.5% |
| 3Y | +171.2% | +85.5% | +85.7% | +82.8% |
| All | +103.2% | +185.4% | -82.1% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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