-40.2%
INTU vs ITW
+36.9%
-77.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.2% |
| 7D | -3.3% | -0.7% | -2.6% | -2.9% |
| 30D | -3.9% | -8.3% | +4.4% | +0.9% |
| 3M | +16.6% | +6.0% | +10.6% | +12.7% |
| 6M | -26.4% | 0.0% | -26.4% | -27.1% |
| YTD | -51.0% | +10.2% | -61.2% | -55.3% |
| 1Y | -50.8% | +3.2% | -54.0% | -53.1% |
| 3Y | -40.1% | +21.0% | -61.0% | -51.3% |
| All | -40.2% | +36.9% | -77.1% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling