+109.3%
INTC vs IVV
+317.7%
-208.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.4% | +3.1% | +2.2% |
| 7D | -1.0% | +0.1% | -1.1% | -0.8% |
| 30D | -43.3% | -3.3% | -40.0% | -39.6% |
| 3M | -41.6% | -2.4% | -39.2% | -38.4% |
| 6M | -52.5% | +2.6% | -55.1% | -52.5% |
| YTD | +60.9% | +11.3% | +49.6% | +46.2% |
| 1Y | +55.7% | +13.4% | +42.3% | +38.4% |
| 3Y | +59.2% | +80.3% | -21.1% | -18.1% |
| 5Y | +25.0% | +72.7% | -47.7% | -31.5% |
| 10Y | +109.3% | +309.6% | -200.4% | -60.4% |
| All | +109.3% | +317.7% | -208.4% | -60.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling