+219.7%
INTC vs EWY
+1,248.5%
-1,028.8%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +0.6% | +8.5% | +8.7% |
| 7D | +17.4% | +8.0% | +9.4% | +12.2% |
| 30D | +2.8% | +14.3% | -11.6% | -5.2% |
| 3M | -5.3% | +2.3% | -7.6% | -6.0% |
| 6M | +140.6% | +49.9% | +90.7% | +90.3% |
| YTD | +183.1% | +95.3% | +87.8% | +91.2% |
| 1Y | +326.8% | +161.7% | +165.0% | +143.7% |
| 3Y | +179.4% | +230.2% | -50.7% | +40.1% |
| 5Y | +111.7% | +148.1% | -36.4% | +23.9% |
| 10Y | +253.8% | +293.2% | -39.3% | +58.8% |
| All | +219.7% | +1,248.5% | -1,028.8% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWY.
Daily Out/Under-Performance
Portfolio return minus EWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWY 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 all: compounded portfolio wealth divided by compounded EWY 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…
all analysis · Full analysis span regression · 6 months rolling