+223.4%
INTU vs IP
+23.2%
+200.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.2% | -5.6% | -4.0% |
| 7D | -7.1% | -5.3% | -1.8% | -5.7% |
| 30D | +1.5% | -10.9% | +12.3% | +4.6% |
| 3M | +10.7% | +11.2% | -0.5% | +6.5% |
| 6M | -23.8% | -10.2% | -13.6% | -22.7% |
| YTD | -49.3% | -2.0% | -47.3% | -50.3% |
| 1Y | -49.7% | -19.1% | -30.6% | -47.8% |
| 3Y | -38.0% | +20.9% | -58.9% | -46.8% |
| 5Y | -38.7% | -17.8% | -20.9% | -40.1% |
| All | +223.4% | +23.2% | +200.2% | +141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling