+121.2%
INTC vs XLB
+165.5%
-44.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.3% | +7.2% | +7.2% |
| 7D | +7.3% | -1.6% | +8.9% | +9.2% |
| 30D | -38.3% | +7.2% | -45.6% | -42.6% |
| 3M | -36.0% | 0.0% | -36.1% | -36.7% |
| 6M | -51.7% | +2.3% | -54.0% | -53.3% |
| YTD | +69.4% | +18.4% | +51.0% | +43.1% |
| 1Y | +65.0% | +23.3% | +41.7% | +34.0% |
| 3Y | +63.0% | +45.2% | +17.8% | +17.3% |
| 5Y | +33.4% | +31.0% | +2.4% | +4.7% |
| 10Y | +121.2% | +168.8% | -47.6% | -1.4% |
| All | +121.2% | +165.5% | -44.3% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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