-40.0%
INTU vs IP
-12.5%
-27.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +0.4% |
| 7D | +7.1% | -5.0% | +12.1% | +8.3% |
| 30D | +23.0% | +6.5% | +16.5% | +21.4% |
| 3M | +8.7% | -18.0% | +26.7% | +13.1% |
| 6M | -10.1% | +10.3% | -20.4% | -12.9% |
| YTD | -45.7% | -9.9% | -35.8% | -45.3% |
| 1Y | -45.1% | -1.1% | -44.0% | -46.3% |
| 3Y | -26.9% | +13.0% | -39.9% | -37.4% |
| 5Y | -40.0% | -12.3% | -27.7% | -43.6% |
| All | -40.0% | -12.5% | -27.5% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling