+121.2%
INTC vs IP
+22.3%
+98.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.3% | +8.9% | +8.0% |
| 7D | +7.3% | -2.8% | +10.0% | +8.6% |
| 30D | -38.3% | +9.2% | -47.5% | -40.7% |
| 3M | -36.0% | -16.1% | -19.9% | -32.0% |
| 6M | -51.7% | +9.6% | -61.3% | -54.6% |
| YTD | +69.4% | -8.8% | +78.2% | +68.8% |
| 1Y | +65.0% | -5.5% | +70.5% | +61.4% |
| 3Y | +63.0% | +19.6% | +43.4% | +35.6% |
| 5Y | +33.4% | -13.5% | +46.8% | +27.6% |
| 10Y | +121.2% | +22.4% | +98.8% | +69.3% |
| All | +121.2% | +22.3% | +98.9% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling