-48.9%
INTU vs IRE
-97.7%
+48.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -15.8% | +16.5% | -0.2% |
| 7D | -1.2% | -41.9% | +40.7% | -3.1% |
| 30D | +12.4% | -75.1% | +87.5% | +6.8% |
| 3M | +2.3% | -82.4% | +84.7% | -3.6% |
| 6M | -13.3% | -95.5% | +82.2% | -18.9% |
| YTD | -47.9% | -93.1% | +45.2% | -50.7% |
| 1Y | -47.2% | -97.8% | +50.6% | -49.3% |
| All | -48.9% | -97.7% | +48.9% | -51.2% |
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