+331.5%
INTC vs IAG
+303.8%
+27.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.6% |
| 7D | +6.0% | -7.7% | +13.7% | +6.7% |
| 30D | -39.2% | +1.6% | -40.8% | -39.2% |
| 3M | -42.9% | -2.4% | -40.5% | -42.8% |
| 6M | -50.4% | -7.8% | -42.6% | -50.1% |
| YTD | +61.7% | +5.0% | +56.6% | +60.2% |
| 1Y | +66.1% | +25.7% | +40.4% | +62.3% |
| 3Y | +58.1% | +694.5% | -636.3% | +32.8% |
| 5Y | +27.9% | +421.7% | -393.8% | +7.7% |
| 10Y | +111.1% | +382.5% | -271.3% | +71.1% |
| All | +331.5% | +303.8% | +27.7% | +214.2% |
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