+243.2%
INTC vs IVZ
+64.1%
+179.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.4% |
| 7D | +9.4% | -2.4% | +11.8% | +10.5% |
| 30D | +2.7% | +2.5% | +0.2% | +1.4% |
| 3M | -6.3% | +17.1% | -23.3% | -12.6% |
| 6M | +114.5% | +35.1% | +79.3% | +88.1% |
| YTD | +171.9% | +24.3% | +147.6% | +146.5% |
| 1Y | +305.0% | +48.7% | +256.3% | +239.9% |
| 3Y | +168.3% | +135.6% | +32.7% | +82.2% |
| 5Y | +102.3% | +60.3% | +42.0% | +54.9% |
| All | +243.2% | +64.1% | +179.1% | +144.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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