-38.1%
INTU vs FFIV
+136.9%
-175.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -2.9% | -3.2% |
| 7D | -7.1% | -1.0% | -6.1% | -6.8% |
| 30D | +1.5% | -5.1% | +6.5% | +2.9% |
| 3M | +10.7% | -4.5% | +15.1% | +11.2% |
| 6M | -23.8% | +36.5% | -60.3% | -33.5% |
| YTD | -49.3% | +53.0% | -102.3% | -57.8% |
| 1Y | -49.7% | +24.2% | -73.9% | -54.9% |
| All | -38.1% | +136.9% | -175.0% | -58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling