+116.0%
INTC vs IWM
+38.4%
+77.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +3.3% |
| 7D | +18.0% | -1.1% | +19.1% | +19.5% |
| 30D | +8.9% | -3.1% | +12.1% | +12.9% |
| 3M | -1.6% | +2.2% | -3.8% | -2.6% |
| 6M | +133.1% | +15.1% | +118.0% | +106.0% |
| YTD | +187.9% | +18.6% | +169.4% | +149.0% |
| 1Y | +334.7% | +24.0% | +310.7% | +260.4% |
| 3Y | +184.2% | +63.7% | +120.5% | +83.4% |
| 5Y | +116.0% | +38.2% | +77.8% | +56.8% |
| All | +116.0% | +38.4% | +77.6% | +56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling