+186.7%
INTC vs IWM
+812.0%
-625.3%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.3% | +4.2% | +4.2% |
| 7D | +7.1% | +0.1% | +7.0% | +7.0% |
| 30D | -5.2% | -1.3% | -4.0% | -4.0% |
| 3M | -14.3% | +1.6% | -15.9% | -14.2% |
| 6M | +110.2% | +13.6% | +96.6% | +91.5% |
| YTD | +159.6% | +20.8% | +138.9% | +124.9% |
| 1Y | +289.3% | +26.4% | +262.9% | +224.3% |
| 3Y | +166.1% | +60.7% | +105.4% | +80.0% |
| 5Y | +94.4% | +38.2% | +56.2% | +50.5% |
| 10Y | +227.7% | +169.5% | +58.2% | +32.8% |
| All | +186.7% | +812.0% | -625.3% | -74.9% |
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