-47.7%
INTU vs FIX
+17.6%
-65.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -1.6% |
| 7D | -4.1% | +17.0% | -21.1% | +0.8% |
| 30D | +12.8% | -30.6% | +43.4% | +1.7% |
| 3M | +2.1% | -35.0% | +37.1% | -9.2% |
| 6M | -11.5% | -44.0% | +32.5% | -22.4% |
| YTD | -47.9% | +21.1% | -69.1% | -50.3% |
| 1Y | -47.7% | +16.3% | -63.9% | -49.8% |
| All | -47.7% | +17.6% | -65.3% | -49.8% |
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