-40.0%
INTU vs FN
+148.3%
-188.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -14.2% | +13.7% | +0.7% |
| 7D | +7.1% | -16.0% | +23.1% | +8.5% |
| 30D | +23.0% | -40.1% | +63.1% | +28.5% |
| 3M | +8.7% | -43.9% | +52.6% | +13.4% |
| 6M | -10.1% | -55.6% | +45.5% | -5.0% |
| YTD | -45.7% | -35.7% | -10.0% | -48.4% |
| 1Y | -45.1% | -39.8% | -5.3% | -47.4% |
| 3Y | -26.9% | +80.3% | -107.2% | -53.5% |
| 5Y | -40.0% | +143.3% | -183.2% | -69.8% |
| All | -40.0% | +148.3% | -188.2% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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