+53.8%
INTC vs IYR
+707.1%
-653.3%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | +6.0% | +0.6% | +5.4% | +5.7% |
| 30D | -39.2% | +6.6% | -45.8% | -41.6% |
| 3M | -42.9% | -1.8% | -41.1% | -42.6% |
| 6M | -50.4% | +1.4% | -51.8% | -51.4% |
| YTD | +61.7% | +10.5% | +51.2% | +50.5% |
| 1Y | +66.1% | +10.6% | +55.5% | +54.6% |
| 3Y | +58.1% | +41.8% | +16.3% | +27.9% |
| 5Y | +27.9% | +6.0% | +21.8% | +21.8% |
| 10Y | +111.1% | +86.7% | +24.5% | +47.2% |
| All | +53.8% | +707.1% | -653.3% | -59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling