+1,527.3%
INTU vs ITOT
+875.1%
+652.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.9% |
| 7D | +0.1% | +2.5% | -2.4% | -2.6% |
| 30D | +10.1% | -1.7% | +11.8% | +11.5% |
| 3M | -4.2% | -3.4% | -0.8% | -1.3% |
| 6M | -7.2% | +2.1% | -9.3% | -10.4% |
| YTD | -47.7% | +11.5% | -59.2% | -54.2% |
| 1Y | -46.7% | +13.6% | -60.3% | -54.3% |
| 3Y | -34.1% | +77.2% | -111.3% | -64.8% |
| 5Y | -43.3% | +64.4% | -107.7% | -65.8% |
| 10Y | +232.6% | +288.6% | -56.0% | -9.2% |
| All | +1,527.3% | +875.1% | +652.3% | +94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling