+236.7%
INTU vs FIVE
+504.2%
-267.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +0.1% | +2.7% | -2.6% | -0.7% |
| 30D | +10.1% | +12.7% | -2.6% | +6.3% |
| 3M | -4.2% | +2.1% | -6.2% | -5.1% |
| 6M | -7.2% | +17.5% | -24.7% | -12.3% |
| YTD | -47.7% | +31.0% | -78.7% | -52.5% |
| 1Y | -46.7% | +67.7% | -114.4% | -55.0% |
| 3Y | -34.1% | +43.4% | -77.4% | -46.0% |
| 5Y | -43.3% | +18.1% | -61.4% | -52.2% |
| All | +236.7% | +504.2% | -267.4% | +101.2% |
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