+3,809.9%
INTC vs IT
+6,105.9%
-2,295.9%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.6% | +9.1% | +5.7% |
| 7D | +7.1% | -6.0% | +13.1% | +8.7% |
| 30D | -5.2% | 0.0% | -5.2% | -5.7% |
| 3M | -14.3% | +13.1% | -27.4% | -19.4% |
| 6M | +110.2% | +11.7% | +98.5% | +95.6% |
| YTD | +159.6% | -26.1% | +185.7% | +167.2% |
| 1Y | +289.3% | -21.3% | +310.5% | +291.1% |
| 3Y | +166.1% | -46.7% | +212.8% | +193.5% |
| 5Y | +94.4% | -40.5% | +134.9% | +105.9% |
| 10Y | +227.7% | +103.9% | +123.8% | +141.9% |
| All | +3,809.9% | +6,105.9% | -2,295.9% | +1,037.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling