+2,569.5%
INTU vs FFIV
+5,965.2%
-3,395.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.7% |
| 7D | +0.1% | -8.1% | +8.2% | +1.8% |
| 30D | +15.4% | -33.4% | +48.8% | +24.5% |
| 3M | +6.6% | -24.7% | +31.3% | +11.7% |
| 6M | -11.3% | -8.8% | -2.5% | -11.1% |
| YTD | -47.7% | +21.8% | -69.5% | -50.8% |
| 1Y | -47.0% | +25.3% | -72.3% | -50.5% |
| 3Y | -29.9% | +101.2% | -131.1% | -41.1% |
| 5Y | -42.2% | +40.2% | -82.4% | -47.5% |
| 10Y | +251.7% | +129.0% | +122.6% | +187.0% |
| All | +2,569.5% | +5,965.2% | -3,395.6% | +872.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling