+864.5%
INTC vs IEF
+129.1%
+735.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.1% | +9.1% | +9.0% |
| 7D | +17.4% | +0.1% | +17.4% | +17.5% |
| 30D | +2.8% | -0.7% | +3.5% | +2.0% |
| 3M | -5.3% | -0.4% | -4.8% | -5.8% |
| 6M | +140.6% | -2.5% | +143.1% | +133.2% |
| YTD | +183.1% | -1.6% | +184.7% | +177.3% |
| 1Y | +326.8% | -1.3% | +328.1% | +319.5% |
| 3Y | +179.4% | +10.1% | +169.3% | +209.2% |
| 5Y | +111.7% | -8.3% | +120.0% | +80.4% |
| 10Y | +253.8% | +4.5% | +249.4% | +270.1% |
| All | +864.5% | +129.1% | +735.3% | +5,297.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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