+54.4%
INTC vs IP
-2.1%
+56.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.9% | +2.6% | +5.0% |
| 7D | -1.0% | -3.0% | +2.0% | -0.6% |
| 30D | -43.3% | +10.6% | -53.9% | -44.3% |
| 3M | -41.6% | -13.6% | -28.0% | -40.5% |
| 6M | -52.5% | +10.4% | -62.9% | -54.3% |
| YTD | +60.9% | -6.5% | +67.4% | +60.3% |
| All | +54.4% | -2.1% | +56.5% | +53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling