-42.2%
INTU vs FIX
+933.9%
-976.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +5.4% | -9.2% | -4.3% |
| 7D | +0.1% | -17.5% | +17.6% | +1.7% |
| 30D | +15.4% | -41.6% | +57.0% | +21.7% |
| 3M | +6.6% | -40.6% | +47.2% | +11.6% |
| 6M | -11.3% | -49.4% | +38.1% | -5.9% |
| YTD | -47.7% | +9.2% | -56.9% | -55.0% |
| 1Y | -47.0% | +6.5% | -53.5% | -54.3% |
| 3Y | -29.9% | +448.7% | -478.7% | -71.4% |
| All | -42.2% | +933.9% | -976.1% | -85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling