+14,280.4%
INTU vs IP
+274.6%
+14,005.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.7% |
| 3M | +10.7% | +11.2% | -0.5% | +6.4% |
| 6M | -23.8% | -10.2% | -13.6% | -23.1% |
| YTD | -49.3% | -2.0% | -47.3% | -50.4% |
| 1Y | -49.7% | -19.1% | -30.6% | -48.2% |
| 3Y | -38.0% | +20.9% | -58.9% | -45.5% |
| 5Y | -38.7% | -17.8% | -20.9% | -39.9% |
| 10Y | +221.3% | +23.5% | +197.8% | +165.1% |
| All | +14,280.4% | +274.6% | +14,005.9% | +6,459.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling