+117.4%
INTC vs IWD
+202.4%
-84.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.5% |
| 7D | +17.1% | +1.7% | +15.4% | +14.7% |
| 30D | -40.5% | +3.2% | -43.7% | -42.6% |
| 3M | -39.4% | +2.3% | -41.7% | -41.1% |
| 6M | -49.3% | +12.9% | -62.2% | -56.5% |
| YTD | +65.9% | +26.2% | +39.6% | +25.2% |
| 1Y | +61.5% | +28.3% | +33.3% | +19.8% |
| 3Y | +59.6% | +84.4% | -24.8% | -20.2% |
| 5Y | +31.2% | +73.0% | -41.8% | -28.5% |
| All | +117.4% | +202.4% | -84.9% | -31.5% |
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