+93.9%
QQQ vs INTC
+102.3%
-8.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.6% | +4.5% | +0.2% |
| 7D | -1.3% | +9.4% | -10.7% | -3.4% |
| 30D | -1.4% | +2.7% | -4.0% | -2.2% |
| 3M | +2.3% | -6.3% | +8.6% | +2.5% |
| 6M | +16.9% | +114.5% | -97.6% | -5.6% |
| YTD | +15.6% | +171.9% | -156.2% | -13.6% |
| 1Y | +22.6% | +305.0% | -282.4% | -19.0% |
| 3Y | +93.5% | +168.3% | -74.8% | +34.7% |
| 5Y | +93.9% | +102.3% | -8.4% | +47.1% |
| All | +93.9% | +102.3% | -8.4% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INTC.
Daily Out/Under-Performance
Portfolio return minus INTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INTC 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 INTC 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