+94.2%
INTC vs IR
+49.0%
+45.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.3% | +3.2% | +3.8% |
| 7D | +7.1% | -2.8% | +9.9% | +8.8% |
| 30D | -5.2% | -15.1% | +9.9% | +4.0% |
| 3M | -14.3% | +6.1% | -20.4% | -18.0% |
| 6M | +110.2% | -16.8% | +127.0% | +130.7% |
| YTD | +159.6% | -3.5% | +163.2% | +159.1% |
| 1Y | +289.3% | -3.5% | +292.8% | +287.3% |
| 3Y | +166.1% | +9.5% | +156.6% | +144.8% |
| All | +94.2% | +49.0% | +45.2% | +44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling