+211.0%
INTU vs IRM
+418.7%
-207.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.3% |
| 7D | -8.5% | +3.0% | -11.5% | -9.4% |
| 30D | -6.1% | -5.2% | -0.9% | -4.7% |
| 3M | +7.3% | -8.0% | +15.4% | +9.5% |
| 6M | -33.2% | +9.2% | -42.4% | -36.7% |
| YTD | -52.2% | +41.0% | -93.2% | -59.2% |
| 1Y | -52.7% | +23.3% | -75.9% | -57.8% |
| 3Y | -41.6% | +102.8% | -144.5% | -59.2% |
| 5Y | -42.6% | +192.8% | -235.4% | -65.6% |
| 10Y | +211.0% | +439.6% | -228.6% | +41.4% |
| All | +211.0% | +418.7% | -207.7% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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