+102.3%
INTC vs IYR
+4.5%
+97.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.6% | -4.9% |
| 7D | +9.4% | -2.8% | +12.3% | +11.6% |
| 30D | +2.7% | -2.5% | +5.2% | +4.5% |
| 3M | -6.3% | -3.0% | -3.3% | -5.4% |
| 6M | +114.5% | +1.6% | +112.8% | +108.7% |
| YTD | +171.9% | +7.3% | +164.6% | +152.6% |
| 1Y | +305.0% | +5.6% | +299.4% | +280.2% |
| 3Y | +168.3% | +28.1% | +140.2% | +114.7% |
| 5Y | +102.3% | +6.1% | +96.2% | +86.4% |
| All | +102.3% | +4.5% | +97.8% | +86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling