-45.2%
INTU vs FIX
+14.3%
-59.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -15.1% | +18.5% | -1.3% |
| 7D | +8.7% | -18.9% | +27.6% | +2.5% |
| 30D | +25.9% | -36.3% | +62.2% | +10.3% |
| 3M | +10.7% | -38.5% | +49.2% | -3.3% |
| 6M | -11.6% | -42.3% | +30.7% | -22.3% |
| YTD | -45.4% | +17.1% | -62.5% | -48.6% |
| 1Y | -45.2% | +14.4% | -59.6% | -48.4% |
| All | -45.2% | +14.3% | -59.5% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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