+57.4%
INTC vs IJR
+24.2%
+33.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.3% | -5.1% | -6.5% |
| 7D | -39.0% | +2.3% | -41.3% | -41.5% |
| 30D | -49.8% | +2.8% | -52.7% | -52.4% |
| 3M | -42.2% | -4.6% | -37.6% | -35.5% |
| 6M | -39.2% | +5.7% | -44.8% | -43.6% |
| YTD | +57.9% | +19.9% | +38.0% | +23.1% |
| 1Y | +57.4% | +24.2% | +33.2% | +17.2% |
| All | +57.4% | +24.2% | +33.2% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 1y: compounded portfolio wealth divided by compounded IJR 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…
1y analysis · Full analysis span regression · 6 months rolling