+31.2%
INTC vs IP
-15.4%
+46.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.4% |
| 7D | +17.1% | -0.9% | +18.0% | +17.5% |
| 30D | -40.5% | +6.7% | -47.2% | -41.9% |
| 3M | -39.4% | -16.6% | -22.8% | -36.1% |
| 6M | -49.3% | +6.0% | -55.2% | -51.3% |
| YTD | +65.9% | -10.7% | +76.5% | +66.3% |
| 1Y | +61.5% | -6.7% | +68.2% | +58.8% |
| 3Y | +59.6% | +17.1% | +42.5% | +34.6% |
| 5Y | +31.2% | -14.6% | +45.7% | +28.0% |
| All | +31.2% | -15.4% | +46.5% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling