-48.7%
INTU vs IRE
-98.1%
+49.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -14.4% | +14.8% | -0.3% |
| 7D | +0.1% | -31.8% | +31.9% | -1.8% |
| 30D | +10.1% | -71.8% | +81.8% | +5.1% |
| 3M | -4.2% | -88.9% | +84.7% | -11.6% |
| 6M | -7.2% | -95.4% | +88.1% | -13.5% |
| YTD | -47.7% | -94.2% | +46.5% | -51.0% |
| 1Y | -46.7% | -97.1% | +50.4% | -49.8% |
| All | -48.7% | -98.1% | +49.5% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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