+74.0%
INTC vs IWM
+766.7%
-692.7%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.4% |
| 7D | -4.0% | +0.3% | -4.3% | -3.9% |
| 30D | -44.5% | +0.6% | -45.1% | -44.2% |
| 3M | -40.4% | -6.2% | -34.2% | -36.0% |
| 6M | -53.5% | -0.8% | -52.7% | -51.8% |
| YTD | +57.5% | +14.8% | +42.8% | +44.6% |
| 1Y | +51.2% | +16.1% | +35.0% | +37.3% |
| 3Y | +51.6% | +71.5% | -19.9% | -1.9% |
| 5Y | +23.5% | +25.8% | -2.3% | +5.5% |
| 10Y | +106.4% | +155.4% | -49.0% | -10.9% |
| All | +74.0% | +766.7% | -692.7% | -83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling