-34.1%
INTU vs IR
+25.2%
-59.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +0.1% | +2.5% | -2.5% | -0.3% |
| 30D | +10.1% | +9.2% | +0.9% | +8.4% |
| 3M | -4.2% | +0.9% | -5.1% | -4.4% |
| 6M | -7.2% | +19.2% | -26.5% | -10.4% |
| YTD | -47.7% | +7.5% | -55.2% | -49.8% |
| 1Y | -46.7% | +11.7% | -58.4% | -49.6% |
| 3Y | -34.1% | +23.9% | -58.0% | -40.9% |
| All | -34.1% | +25.2% | -59.3% | -40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling