+1,338.6%
INTC vs IVZ
+948.4%
+390.2%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | +17.1% | +5.1% | +12.0% | +14.9% |
| 30D | -40.5% | -1.6% | -38.9% | -39.7% |
| 3M | -39.4% | -9.1% | -30.2% | -36.7% |
| 6M | -49.3% | +1.8% | -51.0% | -49.2% |
| YTD | +65.9% | +10.8% | +55.0% | +60.7% |
| 1Y | +61.5% | +19.1% | +42.4% | +52.1% |
| 3Y | +59.6% | +144.4% | -84.8% | +14.5% |
| 5Y | +31.2% | +33.6% | -2.4% | +14.6% |
| 10Y | +116.6% | +41.7% | +74.9% | +67.4% |
| All | +1,338.6% | +948.4% | +390.2% | +458.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling