-40.1%
INTU vs IJH
+49.7%
-89.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.4% |
| 7D | -3.3% | -1.9% | -1.5% | -2.3% |
| 30D | -3.9% | -4.6% | +0.7% | -1.4% |
| 3M | +16.6% | -1.2% | +17.8% | +17.0% |
| 6M | -26.4% | +9.4% | -35.8% | -31.5% |
| YTD | -51.0% | +13.3% | -64.3% | -55.7% |
| 1Y | -50.8% | +13.4% | -64.2% | -55.6% |
| 3Y | -40.1% | +50.4% | -90.5% | -57.7% |
| All | -40.1% | +49.7% | -89.8% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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