+253.8%
INTC vs IVV
+313.5%
-59.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.6% | +9.7% | +9.9% |
| 7D | +17.4% | +0.5% | +16.9% | +16.5% |
| 30D | +2.8% | -1.0% | +3.7% | +4.2% |
| 3M | -5.3% | +3.9% | -9.1% | -9.0% |
| 6M | +140.6% | +14.5% | +126.1% | +105.8% |
| YTD | +183.1% | +12.9% | +170.2% | +147.4% |
| 1Y | +326.8% | +19.4% | +307.4% | +248.9% |
| 3Y | +179.4% | +78.8% | +100.6% | +42.2% |
| 5Y | +111.7% | +82.2% | +29.5% | +6.4% |
| 10Y | +253.8% | +313.7% | -59.8% | -32.3% |
| All | +253.8% | +313.5% | -59.7% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded IVV 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling