-41.2%
INTU vs IWF
+59.3%
-100.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.6% | -1.6% |
| 7D | -3.9% | -1.1% | -2.8% | -3.4% |
| 30D | +12.0% | -8.3% | +20.2% | +20.6% |
| 3M | +2.3% | -5.6% | +7.9% | +6.6% |
| 6M | -12.1% | -5.4% | -6.7% | -9.8% |
| YTD | -47.5% | -1.2% | -46.4% | -48.8% |
| 1Y | -46.9% | -2.6% | -44.2% | -47.4% |
| 3Y | -33.5% | +67.8% | -101.2% | -68.1% |
| 5Y | -41.2% | +60.1% | -101.3% | -69.1% |
| All | -41.2% | +59.3% | -100.5% | -69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling