-40.7%
INTU vs IEF
+9.9%
-50.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -7.5% | +0.1% | -7.6% | -7.5% |
| 30D | -1.9% | -0.7% | -1.2% | -1.8% |
| 3M | +4.9% | -0.4% | +5.3% | +5.0% |
| 6M | -33.2% | -2.5% | -30.7% | -32.9% |
| YTD | -51.4% | -1.6% | -49.8% | -51.3% |
| 1Y | -52.0% | -1.3% | -50.7% | -51.9% |
| 3Y | -40.7% | +10.1% | -50.8% | -43.6% |
| All | -40.7% | +9.9% | -50.5% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 3y: compounded portfolio wealth divided by compounded IEF 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…
3y analysis · Full analysis span regression · 6 months rolling