+10.6%
INTC vs IP
-12.5%
+23.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -4.0% | -6.4% | -9.1% |
| 7D | -43.2% | -5.0% | -38.3% | -42.4% |
| 30D | -53.6% | +6.5% | -60.1% | -54.7% |
| 3M | -48.3% | -18.0% | -30.3% | -45.2% |
| 6M | -51.7% | +10.3% | -62.0% | -54.3% |
| YTD | +41.6% | -9.9% | +51.5% | +41.6% |
| 1Y | +36.1% | -1.1% | +37.2% | +30.8% |
| 3Y | +39.3% | +13.0% | +26.3% | +19.9% |
| 5Y | +10.6% | -12.3% | +22.9% | +6.7% |
| All | +10.6% | -12.5% | +23.1% | +6.7% |
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