-49.7%
INTU vs FFIV
+25.9%
-75.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -2.9% | -3.3% |
| 7D | -7.1% | -1.0% | -6.1% | -6.9% |
| 30D | +1.5% | -5.1% | +6.5% | +2.3% |
| 3M | +10.7% | -4.5% | +15.1% | +10.7% |
| 6M | -23.8% | +36.5% | -60.3% | -31.6% |
| YTD | -49.3% | +53.0% | -102.3% | -55.5% |
| 1Y | -49.7% | +24.2% | -73.9% | -55.1% |
| All | -49.7% | +25.9% | -75.6% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling