-38.5%
INTU vs IRM
+101.3%
-139.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -5.0% | -3.6% |
| 7D | -7.1% | -0.5% | -6.6% | -7.0% |
| 30D | +1.5% | -8.1% | +9.5% | +2.5% |
| 3M | +10.7% | -9.7% | +20.3% | +12.0% |
| 6M | -23.8% | +10.0% | -33.8% | -26.7% |
| YTD | -49.3% | +43.0% | -92.3% | -54.9% |
| 1Y | -49.7% | +32.7% | -82.3% | -54.5% |
| All | -38.5% | +101.3% | -139.8% | -57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling