+179.4%
INTC vs IRM
+101.2%
+78.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.7% | +9.7% | +9.4% |
| 7D | +17.4% | +1.6% | +15.8% | +16.5% |
| 30D | +2.8% | -4.2% | +7.0% | +5.0% |
| 3M | -5.3% | -5.4% | +0.1% | -2.7% |
| 6M | +140.6% | +12.0% | +128.6% | +132.0% |
| YTD | +183.1% | +42.0% | +141.1% | +148.6% |
| 1Y | +326.8% | +29.9% | +296.9% | +283.7% |
| 3Y | +179.4% | +104.4% | +75.1% | +97.2% |
| All | +179.4% | +101.2% | +78.2% | +97.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling