+66.1%
INTC vs IWM
+15.9%
+50.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -1.8% |
| 7D | +6.0% | +1.4% | +4.6% | +2.9% |
| 30D | -39.2% | +2.3% | -41.5% | -40.9% |
| 3M | -42.9% | -8.3% | -34.6% | -30.0% |
| 6M | -50.4% | -1.3% | -49.1% | -46.0% |
| YTD | +61.7% | +13.5% | +48.2% | +49.9% |
| 1Y | +66.1% | +18.4% | +47.7% | +48.0% |
| All | +66.1% | +15.9% | +50.2% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWM.
Daily Out/Under-Performance
Portfolio return minus IWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWM 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 1y: compounded portfolio wealth divided by compounded IWM 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…
1y analysis · Full analysis span regression · 6 months rolling