+16,311.0%
INTC vs NTRS
+7,800.3%
+8,510.7%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.1% |
| 7D | +7.5% | +1.4% | +6.1% | +6.7% |
| 30D | +2.0% | -0.7% | +2.6% | +2.2% |
| 3M | -12.0% | +11.3% | -23.3% | -16.4% |
| 6M | +114.5% | +35.5% | +79.0% | +85.8% |
| YTD | +179.0% | +40.6% | +138.4% | +138.1% |
| 1Y | +318.3% | +49.2% | +269.1% | +247.4% |
| 3Y | +171.2% | +167.2% | +4.0% | +70.1% |
| 5Y | +107.6% | +94.9% | +12.6% | +46.3% |
| 10Y | +258.5% | +259.5% | -1.0% | +83.8% |
| All | +16,311.0% | +7,800.3% | +8,510.7% | +2,008.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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