-29.9%
INTU vs IRM
+90.1%
-120.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.0% | -4.7% | -3.9% |
| 7D | +0.1% | -8.6% | +8.7% | +1.0% |
| 30D | +15.4% | -8.0% | +23.4% | +16.2% |
| 3M | +6.6% | -12.0% | +18.6% | +7.7% |
| 6M | -11.3% | -18.2% | +6.8% | -9.6% |
| YTD | -47.7% | +31.4% | -79.1% | -53.0% |
| 1Y | -47.0% | +9.2% | -56.2% | -50.0% |
| 3Y | -29.9% | +94.6% | -124.5% | -50.5% |
| All | -29.9% | +90.1% | -120.0% | -50.5% |
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