+2,089.8%
INTU vs IJR
+1,143.6%
+946.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.5% |
| 7D | -7.5% | +0.9% | -8.5% | -8.2% |
| 30D | -1.9% | -3.1% | +1.2% | +0.5% |
| 3M | +4.9% | +4.4% | +0.4% | +0.9% |
| 6M | -33.2% | +16.1% | -49.3% | -41.5% |
| YTD | -51.4% | +20.6% | -72.0% | -58.9% |
| 1Y | -52.0% | +22.9% | -74.8% | -60.1% |
| 3Y | -40.7% | +55.2% | -95.9% | -60.2% |
| 5Y | -41.7% | +41.1% | -82.8% | -57.0% |
| 10Y | +211.1% | +167.0% | +44.1% | +29.0% |
| All | +2,089.8% | +1,143.6% | +946.2% | +52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling