+243.2%
INTC vs IAG
+423.2%
-180.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.2% | -3.4% | -5.3% |
| 7D | +9.4% | -4.1% | +13.5% | +9.9% |
| 30D | +2.7% | +10.6% | -8.0% | +1.4% |
| 3M | -6.3% | +35.4% | -41.7% | -9.4% |
| 6M | +114.5% | -9.5% | +124.0% | +114.6% |
| YTD | +171.9% | +21.8% | +150.0% | +164.4% |
| 1Y | +305.0% | +84.1% | +220.9% | +279.5% |
| 3Y | +168.3% | +817.4% | -649.0% | +118.5% |
| 5Y | +102.3% | +830.1% | -727.8% | +60.8% |
| All | +243.2% | +423.2% | -180.0% | +181.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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