-50.4%
INTC vs IT
+26.4%
-76.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.3% |
| 7D | +6.0% | +1.1% | +4.9% | +6.4% |
| 30D | -39.2% | -1.8% | -37.3% | -38.9% |
| 3M | -42.9% | +4.8% | -47.8% | -40.4% |
| 6M | -50.4% | +33.0% | -83.4% | -37.8% |
| All | -50.4% | +26.4% | -76.8% | -37.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling