+68.5%
INTC vs IWD
+728.9%
-660.5%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.4% | +8.1% | +8.1% |
| 7D | -14.4% | -0.5% | -14.0% | -14.0% |
| 30D | -50.2% | +2.7% | -52.9% | -51.6% |
| 3M | -43.6% | +0.9% | -44.5% | -44.2% |
| 6M | -50.2% | +10.5% | -60.7% | -55.4% |
| YTD | +52.5% | +23.7% | +28.8% | +21.6% |
| 1Y | +51.1% | +28.7% | +22.4% | +15.4% |
| 3Y | +50.3% | +79.7% | -29.4% | -17.8% |
| 5Y | +19.2% | +69.7% | -50.5% | -29.5% |
| 10Y | +105.1% | +211.4% | -106.3% | -36.4% |
| All | +68.5% | +728.9% | -660.5% | -83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling