+252.1%
INTC vs IRM
+440.8%
-188.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +1.7% |
| 7D | +7.5% | -1.4% | +8.9% | +8.1% |
| 30D | +2.0% | -7.4% | +9.4% | +5.5% |
| 3M | -12.0% | -7.4% | -4.6% | -8.9% |
| 6M | +114.5% | +8.7% | +105.9% | +108.5% |
| YTD | +179.0% | +40.9% | +138.0% | +143.3% |
| 1Y | +318.3% | +20.5% | +297.8% | +286.2% |
| 3Y | +171.2% | +101.7% | +69.5% | +96.9% |
| 5Y | +107.6% | +197.7% | -90.1% | +26.4% |
| All | +252.1% | +440.8% | -188.7% | +58.5% |
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