-42.2%
INTU vs IR
+44.3%
-86.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.4% | -5.2% | -4.3% |
| 7D | +0.1% | +3.7% | -3.6% | -1.4% |
| 30D | +15.4% | +7.4% | +8.0% | +11.7% |
| 3M | +6.6% | -5.9% | +12.5% | +8.7% |
| 6M | -11.3% | +5.6% | -16.9% | -14.5% |
| YTD | -47.7% | +4.8% | -52.6% | -51.3% |
| 1Y | -47.0% | +6.9% | -54.0% | -51.3% |
| 3Y | -29.9% | +27.6% | -57.5% | -48.1% |
| All | -42.2% | +44.3% | -86.6% | -62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling