+593.0%
INTC vs IAG
+377.5%
+215.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.2% | +6.7% | +4.7% |
| 7D | +7.1% | -0.5% | +7.6% | +7.1% |
| 30D | -5.2% | +28.9% | -34.1% | -7.4% |
| 3M | -14.3% | +19.1% | -33.4% | -15.7% |
| 6M | +110.2% | -10.3% | +120.4% | +110.9% |
| YTD | +159.6% | +24.2% | +135.4% | +153.4% |
| 1Y | +289.3% | +116.5% | +172.8% | +263.4% |
| 3Y | +166.1% | +742.8% | -576.7% | +121.4% |
| 5Y | +94.4% | +753.3% | -659.0% | +57.9% |
| 10Y | +227.7% | +403.2% | -175.5% | +162.7% |
| All | +593.0% | +377.5% | +215.5% | +397.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling