+1,168.5%
INTU vs FERG
+1,516.3%
-347.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | -0.2% |
| 7D | -4.1% | +8.2% | -12.3% | -5.3% |
| 30D | +12.8% | +14.4% | -1.5% | +10.5% |
| 3M | +2.1% | +4.3% | -2.2% | +1.3% |
| 6M | -11.5% | +7.9% | -19.3% | -12.8% |
| YTD | -47.9% | +16.3% | -64.2% | -49.6% |
| 1Y | -47.7% | +2.2% | -49.9% | -48.3% |
| 3Y | -34.0% | +67.3% | -101.2% | -40.1% |
| 5Y | -43.5% | +75.3% | -118.9% | -50.1% |
| 10Y | +231.1% | +421.0% | -189.9% | +177.0% |
| All | +1,168.5% | +1,516.3% | -347.8% | +962.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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