-41.7%
INTU vs FND
-61.9%
+20.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.6% | +0.5% | -2.8% |
| 7D | -7.5% | +0.4% | -7.9% | -7.7% |
| 30D | -1.9% | -23.6% | +21.6% | +5.9% |
| 3M | +4.9% | +4.3% | +0.5% | +2.1% |
| 6M | -33.2% | -20.3% | -12.9% | -30.0% |
| YTD | -51.4% | -21.3% | -30.1% | -49.4% |
| 1Y | -52.0% | -45.4% | -6.6% | -43.5% |
| 3Y | -40.7% | -48.9% | +8.2% | -34.8% |
| 5Y | -41.7% | -61.0% | +19.3% | -32.8% |
| All | -41.7% | -61.9% | +20.1% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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