+17.7%
INTC vs IP
-12.0%
+29.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.8% | +6.9% | +7.4% |
| 7D | -14.4% | -5.1% | -9.4% | -13.0% |
| 30D | -50.2% | +8.5% | -58.8% | -51.7% |
| 3M | -43.6% | -13.8% | -29.8% | -41.2% |
| 6M | -50.2% | +5.7% | -55.9% | -52.2% |
| YTD | +52.5% | -9.1% | +61.6% | +52.1% |
| 1Y | +51.1% | -0.8% | +51.9% | +45.2% |
| 3Y | +50.3% | +14.8% | +35.5% | +28.6% |
| All | +17.7% | -12.0% | +29.7% | +13.2% |
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 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