+550.9%
INTU vs FIVE
+822.5%
-271.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.7% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | +15.4% | +17.7% | -2.2% | +10.9% |
| 3M | +6.6% | +4.0% | +2.6% | +5.2% |
| 6M | -11.3% | +2.6% | -13.9% | -12.8% |
| YTD | -47.7% | +27.6% | -75.3% | -51.6% |
| 1Y | -47.0% | +59.9% | -107.0% | -53.8% |
| 3Y | -29.9% | +35.8% | -65.7% | -40.5% |
| 5Y | -42.2% | +14.4% | -56.6% | -50.0% |
| 10Y | +251.7% | +576.1% | -324.5% | +107.3% |
| All | +550.9% | +822.5% | -271.6% | +247.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling