+201.8%
INTC vs IBB
+584.7%
-382.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.8% | +2.7% | +3.6% |
| 7D | -1.0% | +2.7% | -3.7% | -2.5% |
| 30D | -43.3% | +6.3% | -49.6% | -45.5% |
| 3M | -41.6% | +11.1% | -52.7% | -45.9% |
| 6M | -52.5% | +29.2% | -81.7% | -60.3% |
| YTD | +60.9% | +30.2% | +30.7% | +34.3% |
| 1Y | +55.7% | +39.5% | +16.2% | +23.8% |
| 3Y | +59.2% | +92.3% | -33.2% | +3.2% |
| 5Y | +25.0% | +43.0% | -17.9% | -2.0% |
| 10Y | +109.3% | +137.1% | -27.8% | +16.0% |
| All | +201.8% | +584.7% | -382.9% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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