-40.7%
INTU vs IWF
+79.6%
-120.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -3.9% |
| 7D | -7.5% | +1.5% | -9.0% | -8.5% |
| 30D | -1.9% | -1.3% | -0.7% | -1.1% |
| 3M | +4.9% | +0.1% | +4.7% | +4.1% |
| 6M | -33.2% | +10.3% | -43.5% | -38.8% |
| YTD | -51.4% | +4.2% | -55.6% | -53.2% |
| 1Y | -52.0% | +9.3% | -61.3% | -55.7% |
| 3Y | -40.7% | +79.3% | -120.0% | -68.0% |
| All | -40.7% | +79.6% | -120.3% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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