-46.9%
INTU vs FIVE
+66.9%
-113.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.8% |
| 7D | -3.9% | -0.5% | -3.4% | -3.9% |
| 30D | +12.0% | +17.4% | -5.4% | +9.7% |
| 3M | +2.3% | +7.0% | -4.7% | +1.4% |
| 6M | -12.1% | +20.5% | -32.5% | -13.7% |
| YTD | -47.5% | +33.1% | -80.7% | -49.6% |
| 1Y | -46.9% | +67.1% | -114.0% | -52.2% |
| All | -46.9% | +66.9% | -113.8% | -52.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling