+171.2%
INTC vs IJR
+52.1%
+119.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +1.9% |
| 7D | +7.5% | -2.2% | +9.6% | +10.5% |
| 30D | +2.0% | -4.6% | +6.6% | +8.5% |
| 3M | -12.0% | +0.2% | -12.2% | -11.4% |
| 6M | +114.5% | +14.7% | +99.8% | +86.2% |
| YTD | +179.0% | +18.9% | +160.1% | +134.5% |
| 1Y | +318.3% | +19.9% | +298.3% | +249.1% |
| 3Y | +171.2% | +53.0% | +118.2% | +92.8% |
| All | +171.2% | +52.1% | +119.2% | +92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling