-38.1%
INTU vs IP
+21.5%
-59.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.2% | -5.6% | -3.6% |
| 7D | -7.1% | -5.3% | -1.8% | -6.6% |
| 30D | +1.5% | -10.9% | +12.3% | +2.5% |
| 3M | +10.7% | +11.2% | -0.5% | +9.5% |
| 6M | -23.8% | -10.2% | -13.6% | -22.6% |
| YTD | -49.3% | -2.0% | -47.3% | -49.3% |
| 1Y | -49.7% | -19.1% | -30.6% | -48.3% |
| All | -38.1% | +21.5% | -59.6% | -40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling