+109.3%
INTC vs IWD
+212.1%
-102.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.0% | +3.5% | +2.9% |
| 7D | -1.0% | +1.3% | -2.3% | -2.5% |
| 30D | -43.3% | +3.6% | -46.9% | -45.6% |
| 3M | -41.6% | +2.3% | -43.9% | -43.3% |
| 6M | -52.5% | +13.0% | -65.5% | -59.3% |
| YTD | +60.9% | +26.2% | +34.7% | +21.5% |
| 1Y | +55.7% | +30.5% | +25.2% | +13.0% |
| 3Y | +59.2% | +86.2% | -27.0% | -21.3% |
| 5Y | +25.0% | +72.9% | -47.9% | -31.8% |
| 10Y | +109.3% | +205.0% | -95.8% | -32.5% |
| All | +109.3% | +212.1% | -102.8% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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