+1,403.3%
INTC vs IRM
+9,772.9%
-8,369.6%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.3% |
| 7D | +6.0% | +6.8% | -0.8% | +3.8% |
| 30D | -39.2% | +2.6% | -41.8% | -39.4% |
| 3M | -42.9% | -9.5% | -33.5% | -40.8% |
| 6M | -50.4% | -8.5% | -41.9% | -48.6% |
| YTD | +61.7% | +40.3% | +21.4% | +46.8% |
| 1Y | +66.1% | +28.7% | +37.5% | +54.7% |
| 3Y | +58.1% | +111.8% | -53.7% | +24.6% |
| 5Y | +27.9% | +189.1% | -161.2% | -9.2% |
| 10Y | +111.1% | +519.8% | -408.6% | +16.6% |
| All | +1,403.3% | +9,772.9% | -8,369.6% | +388.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling