+23.5%
INTC vs XLB
+30.8%
-7.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -1.9% |
| 7D | -4.0% | +0.5% | -4.5% | -4.4% |
| 30D | -44.5% | +6.9% | -51.4% | -48.6% |
| 3M | -40.4% | -0.2% | -40.2% | -40.9% |
| 6M | -53.5% | +3.3% | -56.8% | -55.7% |
| YTD | +57.5% | +18.0% | +39.5% | +29.6% |
| 1Y | +51.2% | +24.2% | +27.0% | +17.3% |
| 3Y | +51.6% | +44.7% | +6.9% | +4.0% |
| 5Y | +23.5% | +31.6% | -8.1% | -8.4% |
| All | +23.5% | +30.8% | -7.3% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling