+221.6%
INTU vs FIVE
+477.5%
-255.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.1% | -8.5% | -4.8% |
| 7D | -7.1% | +4.3% | -11.3% | -8.2% |
| 30D | +1.5% | +12.5% | -11.1% | -2.1% |
| 3M | +10.7% | +31.2% | -20.6% | +2.0% |
| 6M | -23.8% | +14.4% | -38.2% | -27.7% |
| YTD | -49.3% | +33.9% | -83.2% | -54.2% |
| 1Y | -49.7% | +65.1% | -114.7% | -57.4% |
| 3Y | -38.0% | +49.0% | -87.0% | -49.8% |
| 5Y | -38.7% | +30.3% | -69.0% | -49.8% |
| All | +221.6% | +477.5% | -255.9% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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