-43.2%
INTU vs IFF
-39.2%
-4.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.5% | +0.2% |
| 7D | +0.1% | -1.8% | +1.8% | +0.5% |
| 30D | +10.1% | -9.4% | +19.5% | +13.1% |
| 3M | -4.2% | -3.0% | -1.2% | -3.5% |
| 6M | -7.2% | +5.8% | -13.0% | -9.3% |
| YTD | -47.7% | +22.4% | -70.1% | -52.2% |
| 1Y | -46.7% | +23.0% | -69.7% | -51.5% |
| 3Y | -34.1% | +21.8% | -55.8% | -43.0% |
| All | -43.2% | -39.2% | -4.0% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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