-41.5%
INTU vs ITW
+18.4%
-59.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.2% | -1.1% |
| 7D | -8.5% | -1.9% | -6.6% | -8.0% |
| 30D | -6.1% | -10.4% | +4.2% | -3.4% |
| 3M | +7.3% | +3.5% | +3.8% | +6.7% |
| 6M | -33.2% | -3.4% | -29.9% | -32.4% |
| YTD | -52.2% | +8.5% | -60.7% | -54.4% |
| 1Y | -52.7% | +3.2% | -55.9% | -53.8% |
| All | -41.5% | +18.4% | -59.8% | -48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling