-42.6%
INTU vs IBN
+70.2%
-112.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.6% | -1.7% |
| 7D | -3.9% | +14.6% | -18.5% | -10.2% |
| 30D | +11.7% | +23.5% | -11.8% | +0.9% |
| 3M | +4.5% | +14.0% | -9.5% | -2.1% |
| 6M | -13.9% | +31.1% | -45.0% | -24.8% |
| YTD | -48.2% | +16.6% | -64.8% | -52.3% |
| 1Y | -47.1% | +14.9% | -62.1% | -51.0% |
| 3Y | -32.5% | +56.9% | -89.4% | -52.1% |
| 5Y | -42.6% | +69.7% | -112.2% | -63.1% |
| All | -42.6% | +70.2% | -112.8% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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