-42.6%
INTU vs IAG
+540.0%
-582.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.8% | -6.7% | -1.3% |
| 7D | -3.9% | +24.0% | -27.9% | -5.2% |
| 30D | +11.7% | +5.5% | +6.2% | +11.2% |
| 3M | +4.5% | +8.3% | -3.8% | +3.7% |
| 6M | -13.9% | +6.1% | -20.0% | -14.7% |
| YTD | -48.2% | +20.3% | -68.5% | -49.9% |
| 1Y | -47.1% | +56.5% | -103.6% | -50.3% |
| 3Y | -32.5% | +762.6% | -795.1% | -48.8% |
| 5Y | -42.6% | +546.3% | -588.8% | -59.7% |
| All | -42.6% | +540.0% | -582.6% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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