-42.8%
INTU vs AGG
-2.5%
-40.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.3% |
| 7D | -9.2% | -0.9% | -8.2% | -8.3% |
| 30D | -7.0% | -1.0% | -6.1% | -6.1% |
| 3M | +10.5% | -1.3% | +11.8% | +12.0% |
| 6M | -30.6% | -2.1% | -28.5% | -29.1% |
| YTD | -52.3% | -1.2% | -51.1% | -51.8% |
| 1Y | -51.8% | -0.5% | -51.3% | -51.7% |
| 3Y | -41.8% | +12.4% | -54.3% | -50.0% |
| 5Y | -42.8% | -2.4% | -40.4% | -44.7% |
| All | -42.8% | -2.5% | -40.3% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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