+116.0%
INTC vs IT
-45.7%
+161.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +1.9% |
| 7D | +18.0% | -9.1% | +27.1% | +19.4% |
| 30D | +8.9% | -12.2% | +21.1% | +10.7% |
| 3M | -1.6% | +7.8% | -9.4% | -4.3% |
| 6M | +133.1% | +2.0% | +131.1% | +127.1% |
| YTD | +187.9% | -32.7% | +220.7% | +217.9% |
| 1Y | +334.7% | -31.1% | +365.8% | +371.3% |
| 3Y | +184.2% | -52.1% | +236.3% | +256.4% |
| 5Y | +116.0% | -46.3% | +162.3% | +144.1% |
| All | +116.0% | -45.7% | +161.7% | +144.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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