+78.6%
INTC vs IWF
+670.6%
-592.1%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -1.1% |
| 7D | +6.0% | +2.8% | +3.2% | +2.7% |
| 30D | -39.2% | -7.5% | -31.6% | -31.4% |
| 3M | -42.9% | -8.5% | -34.5% | -34.3% |
| 6M | -50.4% | -7.4% | -43.0% | -42.7% |
| YTD | +61.7% | -2.6% | +64.3% | +77.2% |
| 1Y | +66.1% | -1.8% | +68.0% | +80.7% |
| 3Y | +58.1% | +65.5% | -7.3% | -7.4% |
| 5Y | +27.9% | +55.8% | -28.0% | -20.8% |
| 10Y | +111.1% | +384.9% | -273.7% | -69.0% |
| All | +78.6% | +670.6% | -592.1% | -84.6% |
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