+218.0%
INTC vs IJR
+1,130.2%
-912.2%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.7% |
| 7D | +18.0% | -1.1% | +19.1% | +19.2% |
| 30D | +8.9% | -3.6% | +12.6% | +12.8% |
| 3M | -1.6% | +2.3% | -3.9% | -2.9% |
| 6M | +133.1% | +14.3% | +118.7% | +109.4% |
| YTD | +187.9% | +19.3% | +168.6% | +150.1% |
| 1Y | +334.7% | +22.6% | +312.1% | +269.4% |
| 3Y | +184.2% | +53.5% | +130.6% | +98.8% |
| 5Y | +116.0% | +39.9% | +76.1% | +64.7% |
| 10Y | +270.0% | +172.1% | +97.9% | +44.0% |
| All | +218.0% | +1,130.2% | -912.2% | -81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling