+261.0%
INTC vs IR
+274.4%
-13.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.6% |
| 7D | +18.0% | -1.9% | +19.9% | +18.9% |
| 30D | +8.9% | -15.0% | +24.0% | +16.8% |
| 3M | -1.6% | -0.4% | -1.1% | -2.0% |
| 6M | +133.1% | -15.0% | +148.1% | +147.5% |
| YTD | +187.9% | -7.1% | +195.0% | +193.2% |
| 1Y | +334.7% | -7.5% | +342.2% | +343.3% |
| 3Y | +184.2% | +6.3% | +177.9% | +174.6% |
| 5Y | +116.0% | +37.3% | +78.7% | +86.5% |
| All | +261.0% | +274.4% | -13.4% | +135.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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