-41.8%
INTU vs IJH
+46.8%
-88.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | +0.5% |
| 7D | -9.2% | -2.5% | -6.7% | -7.0% |
| 30D | -7.0% | -5.0% | -2.0% | -2.6% |
| 3M | +10.5% | +0.5% | +10.0% | +9.2% |
| 6M | -30.6% | +8.2% | -38.8% | -37.0% |
| YTD | -52.3% | +12.5% | -64.8% | -58.7% |
| 1Y | -51.8% | +14.4% | -66.2% | -59.0% |
| 3Y | -41.8% | +49.5% | -91.3% | -64.9% |
| All | -41.8% | +46.8% | -88.6% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling