-33.9%
INTU vs IWD
+85.4%
-119.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.6% |
| 7D | -1.2% | +1.6% | -2.8% | -2.5% |
| 30D | +12.4% | +3.6% | +8.9% | +9.3% |
| 3M | +2.3% | +2.0% | +0.2% | +0.7% |
| 6M | -13.3% | +13.1% | -26.4% | -21.2% |
| YTD | -47.9% | +26.2% | -74.1% | -57.4% |
| 1Y | -47.2% | +29.6% | -76.7% | -58.0% |
| 3Y | -33.9% | +84.3% | -118.2% | -64.3% |
| All | -33.9% | +85.4% | -119.3% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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