+65.0%
INTC vs IR
+10.4%
+54.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.9% | +8.4% | +7.8% |
| 7D | +7.3% | +1.1% | +6.2% | +6.9% |
| 30D | -38.3% | +7.6% | -45.9% | -39.7% |
| 3M | -36.0% | +0.1% | -36.1% | -35.9% |
| 6M | -51.7% | +14.0% | -65.7% | -54.3% |
| YTD | +69.4% | +7.5% | +61.9% | +65.4% |
| 1Y | +65.0% | +10.1% | +54.9% | +59.2% |
| All | +65.0% | +10.4% | +54.6% | +59.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling