+462.6%
INTC vs IGV
+970.9%
-508.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.2% | +6.7% | +6.3% |
| 7D | +7.1% | -4.5% | +11.6% | +10.8% |
| 30D | -5.2% | +3.2% | -8.4% | -8.3% |
| 3M | -14.3% | +4.5% | -18.8% | -18.3% |
| 6M | +110.2% | +22.1% | +88.1% | +71.3% |
| YTD | +159.6% | -1.0% | +160.7% | +147.9% |
| 1Y | +289.3% | -2.1% | +291.4% | +276.4% |
| 3Y | +166.1% | +44.6% | +121.5% | +85.5% |
| 5Y | +94.4% | +22.2% | +72.2% | +50.8% |
| 10Y | +227.7% | +364.7% | -137.0% | -22.1% |
| All | +462.6% | +970.9% | -508.2% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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