-34.1%
INTU vs IJR
+61.8%
-95.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.5% |
| 7D | +0.1% | +2.2% | -2.1% | -1.0% |
| 30D | +10.1% | +3.8% | +6.2% | +8.1% |
| 3M | -4.2% | -5.7% | +1.6% | -1.7% |
| 6M | -7.2% | +4.6% | -11.9% | -9.8% |
| YTD | -47.7% | +18.0% | -65.7% | -52.7% |
| 1Y | -46.7% | +21.8% | -68.5% | -52.7% |
| 3Y | -34.1% | +61.1% | -95.1% | -50.9% |
| All | -34.1% | +61.8% | -95.9% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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