-45.2%
INTU vs FFIV
+33.5%
-78.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.5% |
| 7D | +8.7% | -9.8% | +18.5% | +9.5% |
| 30D | +25.9% | -28.1% | +54.0% | +29.1% |
| 3M | +10.7% | -20.0% | +30.7% | +11.5% |
| 6M | -11.6% | -0.1% | -11.5% | -19.0% |
| YTD | -45.4% | +29.2% | -74.6% | -53.9% |
| 1Y | -45.2% | +36.6% | -81.8% | -54.9% |
| All | -45.2% | +33.5% | -78.7% | -54.9% |
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