+97.5%
INTC vs IR
+336.9%
-239.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.6% |
| 7D | -4.0% | +1.5% | -5.5% | -4.4% |
| 30D | -44.5% | +9.0% | -53.5% | -46.5% |
| 3M | -40.4% | -0.9% | -39.5% | -40.4% |
| 6M | -53.5% | +13.4% | -66.9% | -56.4% |
| YTD | +57.5% | +8.5% | +49.1% | +49.6% |
| 1Y | +51.2% | +11.3% | +39.9% | +41.8% |
| 3Y | +51.6% | +26.0% | +25.6% | +36.0% |
| 5Y | +23.5% | +47.9% | -24.4% | +2.3% |
| All | +97.5% | +336.9% | -239.3% | +20.1% |
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