-32.5%
INTU vs FIVE
+42.1%
-74.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.6% | -6.6% | -1.6% |
| 7D | -3.9% | +6.2% | -10.1% | -4.6% |
| 30D | +11.7% | +18.2% | -6.5% | +9.6% |
| 3M | +4.5% | +3.8% | +0.6% | +3.9% |
| 6M | -13.9% | +13.7% | -27.6% | -15.3% |
| YTD | -48.2% | +34.7% | -82.9% | -50.2% |
| 1Y | -47.1% | +66.6% | -113.8% | -50.3% |
| 3Y | -32.5% | +44.3% | -76.8% | -40.9% |
| All | -32.5% | +42.1% | -74.6% | -40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling