+212.7%
INTC vs IWF
+724.4%
-511.7%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.3% | +9.4% | +9.4% |
| 7D | +17.4% | +1.5% | +15.9% | +15.3% |
| 30D | +2.8% | -1.3% | +4.0% | +4.6% |
| 3M | -5.3% | +0.1% | -5.4% | -3.7% |
| 6M | +140.6% | +10.3% | +130.3% | +120.0% |
| YTD | +183.1% | +4.2% | +179.0% | +177.2% |
| 1Y | +326.8% | +9.3% | +317.4% | +296.2% |
| 3Y | +179.4% | +79.3% | +100.1% | +43.9% |
| 5Y | +111.7% | +73.8% | +38.0% | +11.2% |
| 10Y | +253.8% | +410.9% | -157.1% | -52.6% |
| All | +212.7% | +724.4% | -511.7% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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