+117.4%
INTC vs IRM
+524.5%
-407.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -3.0% |
| 7D | +17.1% | +8.6% | +8.5% | +12.9% |
| 30D | -40.5% | 0.0% | -40.5% | -40.1% |
| 3M | -39.4% | -7.1% | -32.2% | -36.9% |
| 6M | -49.3% | -7.9% | -41.4% | -46.9% |
| YTD | +65.9% | +41.3% | +24.6% | +45.1% |
| 1Y | +61.5% | +20.7% | +40.8% | +50.5% |
| 3Y | +59.6% | +112.2% | -52.6% | +13.7% |
| 5Y | +31.2% | +191.2% | -160.1% | -19.6% |
| All | +117.4% | +524.5% | -407.1% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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