-27.2%
INTU vs FIX
+420.3%
-447.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -11.6% | +11.1% | -0.7% |
| 7D | +7.1% | -27.2% | +34.4% | +6.7% |
| 30D | +23.0% | -46.9% | +69.9% | +22.7% |
| 3M | +8.7% | -44.4% | +53.1% | +8.3% |
| 6M | -10.1% | -50.9% | +40.8% | -10.1% |
| YTD | -45.7% | +3.5% | -49.2% | -51.4% |
| 1Y | -45.1% | -2.1% | -43.0% | -50.5% |
| All | -27.2% | +420.3% | -447.5% | -57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling