+188.1%
INTU vs IR
+342.0%
-153.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.7% | -5.6% | -2.5% |
| 7D | -3.9% | +5.0% | -9.0% | -5.6% |
| 30D | +11.7% | +10.3% | +1.4% | +7.6% |
| 3M | +4.5% | -0.1% | +4.6% | +3.9% |
| 6M | -13.9% | +14.8% | -28.6% | -18.9% |
| YTD | -48.2% | +9.7% | -58.0% | -51.6% |
| 1Y | -47.1% | +12.2% | -59.4% | -51.1% |
| 3Y | -32.5% | +30.0% | -62.5% | -42.7% |
| 5Y | -42.6% | +46.8% | -89.4% | -54.2% |
| All | +188.1% | +342.0% | -153.9% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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