+106.4%
INTC vs IWD
+203.8%
-97.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -4.0% | +1.6% | -5.6% | -5.8% |
| 30D | -44.5% | +3.6% | -48.1% | -46.8% |
| 3M | -40.4% | +2.0% | -42.4% | -41.9% |
| 6M | -53.5% | +13.1% | -66.5% | -60.1% |
| YTD | +57.5% | +26.2% | +31.3% | +19.0% |
| 1Y | +51.2% | +29.6% | +21.6% | +10.7% |
| 3Y | +51.6% | +84.3% | -32.7% | -24.2% |
| 5Y | +23.5% | +73.4% | -50.0% | -32.9% |
| 10Y | +106.4% | +202.4% | -96.1% | -34.1% |
| All | +106.4% | +203.8% | -97.4% | -34.1% |
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