+3,772.2%
INTU vs IRM
+9,658.3%
-5,886.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.8% | +0.2% |
| 7D | -3.9% | -5.3% | +1.3% | -2.7% |
| 30D | +12.0% | -2.3% | +14.3% | +12.2% |
| 3M | +2.3% | -7.4% | +9.7% | +3.8% |
| 6M | -12.1% | -12.2% | +0.1% | -10.1% |
| YTD | -47.5% | +38.6% | -86.2% | -53.9% |
| 1Y | -46.9% | +14.9% | -61.8% | -50.6% |
| 3Y | -33.5% | +108.2% | -141.6% | -49.7% |
| 5Y | -41.2% | +183.8% | -225.1% | -59.6% |
| 10Y | +233.5% | +512.6% | -279.1% | +76.2% |
| All | +3,772.2% | +9,658.3% | -5,886.1% | +958.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling