+235.3%
INTU vs FIX
+4,032.2%
-3,796.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.4% | -10.4% | -2.6% |
| 7D | -3.9% | -7.2% | +3.3% | -3.3% |
| 30D | +11.7% | -35.1% | +46.8% | +19.7% |
| 3M | +4.5% | -34.3% | +38.7% | +10.7% |
| 6M | -13.9% | -42.9% | +29.1% | -7.8% |
| YTD | -48.2% | +19.5% | -67.7% | -55.8% |
| 1Y | -47.1% | +16.8% | -63.9% | -54.8% |
| 3Y | -32.5% | +506.7% | -539.2% | -69.2% |
| 5Y | -42.6% | +1,046.7% | -1,089.3% | -79.5% |
| 10Y | +235.3% | +3,800.0% | -3,564.7% | -24.1% |
| All | +235.3% | +4,032.2% | -3,796.9% | -24.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling