+233.5%
INTU vs FFIV
+130.1%
+103.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | +0.3% |
| 7D | -3.9% | -2.9% | -1.0% | -2.8% |
| 30D | +12.0% | -32.4% | +44.4% | +30.5% |
| 3M | +2.3% | -22.7% | +25.0% | +11.0% |
| 6M | -12.1% | -10.7% | -1.4% | -12.4% |
| YTD | -47.5% | +25.4% | -72.9% | -56.5% |
| 1Y | -46.9% | +34.2% | -81.1% | -57.5% |
| 3Y | -33.5% | +101.2% | -134.7% | -59.1% |
| 5Y | -41.2% | +42.0% | -83.2% | -57.4% |
| 10Y | +233.5% | +126.7% | +106.8% | +87.6% |
| All | +233.5% | +130.1% | +103.4% | +87.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling