+2,089.8%
INTU vs IJH
+1,068.3%
+1,021.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.6% |
| 7D | -7.5% | +1.0% | -8.6% | -8.4% |
| 30D | -1.9% | -3.1% | +1.2% | +0.8% |
| 3M | +4.9% | +1.9% | +2.9% | +2.4% |
| 6M | -33.2% | +11.0% | -44.2% | -40.3% |
| YTD | -51.4% | +14.7% | -66.1% | -58.0% |
| 1Y | -52.0% | +15.6% | -67.6% | -58.9% |
| 3Y | -40.7% | +52.5% | -93.2% | -61.3% |
| 5Y | -41.7% | +49.1% | -90.8% | -60.1% |
| 10Y | +211.1% | +177.7% | +33.5% | +18.0% |
| All | +2,089.8% | +1,068.3% | +1,021.5% | +62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling