+14,738.3%
INTU vs ITW
+5,702.8%
+9,035.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.3% |
| 7D | +0.1% | +2.3% | -2.3% | -1.1% |
| 30D | +10.1% | +6.7% | +3.4% | +6.6% |
| 3M | -4.2% | -0.5% | -3.6% | -4.0% |
| 6M | -7.2% | +16.4% | -23.6% | -14.4% |
| YTD | -47.7% | +19.0% | -66.6% | -53.1% |
| 1Y | -46.7% | +20.2% | -66.9% | -52.5% |
| 3Y | -34.1% | +33.1% | -67.1% | -44.8% |
| 5Y | -43.3% | +35.7% | -79.0% | -52.7% |
| 10Y | +232.6% | +194.0% | +38.6% | +84.4% |
| All | +14,738.3% | +5,702.8% | +9,035.5% | +2,034.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling