+334.7%
INTC vs IWM
+23.4%
+311.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +4.5% |
| 7D | +18.0% | -1.1% | +19.1% | +20.6% |
| 30D | +8.9% | -3.1% | +12.1% | +16.1% |
| 3M | -1.6% | +2.2% | -3.8% | -3.4% |
| 6M | +133.1% | +15.1% | +118.0% | +90.3% |
| YTD | +187.9% | +18.6% | +169.4% | +130.8% |
| 1Y | +334.7% | +24.0% | +310.7% | +220.1% |
| All | +334.7% | +23.4% | +311.3% | +220.1% |
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