+209.1%
INTU vs ITW
+191.6%
+17.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.8% | -0.6% |
| 7D | -9.2% | -2.4% | -6.8% | -7.9% |
| 30D | -7.0% | -9.5% | +2.5% | -1.5% |
| 3M | +10.5% | +6.6% | +3.9% | +6.3% |
| 6M | -30.6% | -1.8% | -28.8% | -30.6% |
| YTD | -52.3% | +9.0% | -61.4% | -56.0% |
| 1Y | -51.8% | +3.6% | -55.4% | -54.1% |
| 3Y | -41.8% | +19.4% | -61.3% | -50.4% |
| 5Y | -42.8% | +36.4% | -79.2% | -55.4% |
| All | +209.1% | +191.6% | +17.5% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 10y: compounded portfolio wealth divided by compounded ITW 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…
10y analysis · Full analysis span regression · 6 months rolling