-41.3%
INTU vs FIX
+1,045.2%
-1,086.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | +0.7% |
| 7D | -1.2% | -13.9% | +12.7% | 0.0% |
| 30D | +12.4% | -35.5% | +48.0% | +17.3% |
| 3M | +2.3% | -33.9% | +36.2% | +5.8% |
| 6M | -13.3% | -43.3% | +30.0% | -9.4% |
| YTD | -47.9% | +18.7% | -66.5% | -55.6% |
| 1Y | -47.2% | +13.8% | -60.9% | -54.6% |
| 3Y | -33.9% | +495.0% | -528.9% | -73.2% |
| 5Y | -41.3% | +1,049.0% | -1,090.4% | -85.1% |
| All | -41.3% | +1,045.2% | -1,086.5% | -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