+116.0%
INTC vs IRM
+190.5%
-74.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.0% |
| 7D | +18.0% | +3.0% | +15.0% | +16.3% |
| 30D | +8.9% | -5.2% | +14.2% | +11.8% |
| 3M | -1.6% | -8.0% | +6.5% | +2.4% |
| 6M | +133.1% | +9.2% | +123.9% | +126.1% |
| YTD | +187.9% | +41.0% | +146.9% | +150.5% |
| 1Y | +334.7% | +23.3% | +311.4% | +296.7% |
| 3Y | +184.2% | +102.8% | +81.3% | +99.7% |
| 5Y | +116.0% | +192.8% | -76.8% | +26.3% |
| All | +116.0% | +190.5% | -74.5% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling