+57.4%
INTC vs IYR
+12.4%
+45.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.1% | -6.9% | -2.3% |
| 7D | -39.0% | +6.9% | -45.9% | -37.2% |
| 30D | -49.8% | +10.2% | -60.1% | -48.0% |
| 3M | -42.2% | -0.3% | -41.9% | -41.3% |
| 6M | -39.2% | +3.6% | -42.8% | -38.8% |
| YTD | +57.9% | +12.5% | +45.4% | +48.5% |
| 1Y | +57.4% | +12.4% | +44.9% | +48.8% |
| All | +57.4% | +12.4% | +45.0% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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