+252.1%
INTC vs IYR
+69.7%
+182.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.1% |
| 7D | +7.5% | -1.4% | +8.8% | +8.5% |
| 30D | +2.0% | -2.7% | +4.6% | +3.9% |
| 3M | -12.0% | -2.1% | -9.9% | -11.6% |
| 6M | +114.5% | +3.6% | +111.0% | +106.7% |
| YTD | +179.0% | +8.1% | +170.8% | +159.4% |
| 1Y | +318.3% | +4.7% | +313.6% | +297.7% |
| 3Y | +171.2% | +29.1% | +142.1% | +119.6% |
| 5Y | +107.6% | +6.9% | +100.7% | +92.2% |
| All | +252.1% | +69.7% | +182.4% | +136.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling