+2,152.0%
INTC vs IVZ
+1,117.8%
+1,034.2%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.1% | +3.4% | +4.1% |
| 7D | +7.1% | +0.6% | +6.4% | +6.8% |
| 30D | -5.2% | +4.0% | -9.2% | -6.6% |
| 3M | -14.3% | +18.2% | -32.5% | -19.3% |
| 6M | +110.2% | +32.8% | +77.4% | +89.4% |
| YTD | +159.6% | +28.7% | +130.9% | +136.2% |
| 1Y | +289.3% | +55.4% | +233.9% | +230.2% |
| 3Y | +166.1% | +135.2% | +30.8% | +91.3% |
| 5Y | +94.4% | +64.2% | +30.2% | +55.5% |
| 10Y | +227.7% | +64.6% | +163.1% | +137.2% |
| All | +2,152.0% | +1,117.8% | +1,034.2% | +720.7% |
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