-38.4%
INTU vs FIVE
+31.2%
-69.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.1% | -8.5% | -4.6% |
| 7D | -7.1% | +4.3% | -11.3% | -8.1% |
| 30D | +1.5% | +12.5% | -11.1% | -1.8% |
| 3M | +10.7% | +31.2% | -20.6% | +2.7% |
| 6M | -23.8% | +14.4% | -38.2% | -27.4% |
| YTD | -49.3% | +33.9% | -83.2% | -53.8% |
| 1Y | -49.7% | +65.1% | -114.7% | -56.9% |
| 3Y | -38.0% | +49.0% | -87.0% | -47.4% |
| All | -38.4% | +31.2% | -69.7% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling