+68.5%
INTC vs IWM
+745.4%
-676.9%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.0% | +6.7% | +6.8% |
| 7D | -14.4% | -2.0% | -12.4% | -12.5% |
| 30D | -50.2% | -1.5% | -48.8% | -49.1% |
| 3M | -43.6% | -8.0% | -35.6% | -38.3% |
| 6M | -50.2% | -4.1% | -46.1% | -46.7% |
| YTD | +52.5% | +11.9% | +40.6% | +43.3% |
| 1Y | +51.1% | +15.0% | +36.1% | +38.5% |
| 3Y | +50.3% | +64.2% | -13.9% | +1.2% |
| 5Y | +19.2% | +20.4% | -1.2% | +6.0% |
| 10Y | +105.1% | +168.0% | -62.9% | -15.4% |
| All | +68.5% | +745.4% | -676.9% | -84.0% |
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 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