-43.1%
INTU vs IEF
-7.4%
-35.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -3.9% | -0.8% | -3.1% | -3.5% |
| 30D | +12.0% | +2.0% | +9.9% | +10.9% |
| 3M | +2.3% | -1.1% | +3.4% | +2.8% |
| 6M | -12.1% | -1.9% | -10.2% | -11.3% |
| YTD | -47.5% | -2.2% | -45.3% | -47.0% |
| 1Y | -46.9% | -2.3% | -44.6% | -46.3% |
| 3Y | -33.5% | +11.6% | -45.0% | -38.2% |
| All | -43.1% | -7.4% | -35.7% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling