-33.9%
INTU vs IWF
+68.4%
-102.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.6% | -0.6% |
| 7D | -3.9% | -1.1% | -2.8% | -3.5% |
| 30D | +12.0% | -8.3% | +20.2% | +17.4% |
| 3M | +2.3% | -5.6% | +7.9% | +5.0% |
| 6M | -12.1% | -5.4% | -6.7% | -10.3% |
| YTD | -47.5% | -1.2% | -46.4% | -48.2% |
| 1Y | -46.9% | -2.6% | -44.2% | -47.0% |
| All | -33.9% | +68.4% | -102.3% | -63.3% |
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