+148.5%
INTC vs IBN
+1,532.9%
-1,384.4%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.7% | +5.2% | +4.7% |
| 7D | +7.1% | +1.4% | +5.7% | +6.7% |
| 30D | -5.2% | -0.3% | -4.9% | -5.2% |
| 3M | -14.3% | +17.1% | -31.4% | -17.6% |
| 6M | +110.2% | +3.4% | +106.8% | +108.2% |
| YTD | +159.6% | +2.5% | +157.1% | +157.3% |
| 1Y | +289.3% | -4.2% | +293.4% | +291.1% |
| 3Y | +166.1% | +32.4% | +133.7% | +145.6% |
| 5Y | +94.4% | +59.2% | +35.2% | +70.9% |
| 10Y | +227.7% | +345.7% | -118.0% | +115.6% |
| All | +148.5% | +1,532.9% | -1,384.4% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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