-42.6%
INTU vs ITOT
+73.0%
-115.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -0.9% |
| 7D | -8.5% | -0.4% | -8.1% | -8.0% |
| 30D | -6.1% | -1.6% | -4.6% | -4.2% |
| 3M | +7.3% | +3.5% | +3.8% | +2.0% |
| 6M | -33.2% | +13.1% | -46.3% | -44.1% |
| YTD | -52.2% | +12.7% | -64.9% | -59.8% |
| 1Y | -52.7% | +18.3% | -71.0% | -62.9% |
| 3Y | -41.6% | +76.4% | -118.0% | -75.3% |
| All | -42.6% | +73.0% | -115.6% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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