-48.7%
INTU vs IRE
-97.2%
+48.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +39.6% | -43.3% | -1.6% |
| 7D | +0.1% | -27.2% | +27.3% | -0.4% |
| 30D | +15.4% | -75.1% | +90.5% | +9.8% |
| 3M | +6.6% | -77.9% | +84.4% | +1.8% |
| 6M | -11.3% | -94.6% | +83.3% | -16.1% |
| YTD | -47.7% | -91.5% | +43.8% | -50.1% |
| 1Y | -47.0% | -97.8% | +50.8% | -48.3% |
| All | -48.7% | -97.2% | +48.5% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling