+54.8%
INTC vs IBN
+1,760.3%
-1,705.6%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | +6.0% | +1.9% | +4.1% | +5.5% |
| 30D | -39.2% | +22.1% | -61.3% | -42.3% |
| 3M | -42.9% | +17.1% | -60.0% | -45.4% |
| 6M | -50.4% | +35.5% | -86.0% | -54.2% |
| YTD | +61.7% | +16.8% | +44.9% | +54.5% |
| 1Y | +66.1% | +12.4% | +53.7% | +60.3% |
| 3Y | +58.1% | +58.0% | +0.1% | +39.2% |
| 5Y | +27.9% | +73.7% | -45.9% | +9.7% |
| 10Y | +111.1% | +385.6% | -274.4% | +35.8% |
| All | +54.8% | +1,760.3% | -1,705.6% | -46.9% |
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