+156.3%
INTC vs IR
+10.2%
+146.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.3% | +3.2% | +3.7% |
| 7D | +7.1% | -2.8% | +9.9% | +8.9% |
| 30D | -5.2% | -15.1% | +9.9% | +4.4% |
| 3M | -14.3% | +6.1% | -20.4% | -18.3% |
| 6M | +110.2% | -16.8% | +127.0% | +132.2% |
| YTD | +159.6% | -3.5% | +163.2% | +157.9% |
| 1Y | +289.3% | -3.5% | +292.8% | +285.3% |
| All | +156.3% | +10.2% | +146.1% | +138.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling