+112.4%
INTC vs IR
+332.9%
-220.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.9% | +8.4% | +7.9% |
| 7D | +7.3% | +1.1% | +6.2% | +6.9% |
| 30D | -38.3% | +7.6% | -45.9% | -40.3% |
| 3M | -36.0% | +0.1% | -36.1% | -36.3% |
| 6M | -51.7% | +14.0% | -65.7% | -54.8% |
| YTD | +69.4% | +7.5% | +61.9% | +61.5% |
| 1Y | +65.0% | +10.1% | +54.9% | +55.4% |
| 3Y | +63.0% | +24.9% | +38.1% | +46.8% |
| 5Y | +33.4% | +46.9% | -13.5% | +10.8% |
| All | +112.4% | +332.9% | -220.5% | +29.6% |
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