+51.2%
INTC vs IR
+10.3%
+40.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.7% |
| 7D | -4.0% | +1.5% | -5.5% | -4.4% |
| 30D | -44.5% | +9.0% | -53.5% | -46.0% |
| 3M | -40.4% | -0.9% | -39.5% | -40.0% |
| 6M | -53.5% | +13.4% | -66.9% | -55.8% |
| YTD | +57.5% | +8.5% | +49.1% | +53.3% |
| 1Y | +51.2% | +11.3% | +39.9% | +45.0% |
| All | +51.2% | +10.3% | +40.9% | +45.0% |
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