-42.6%
INTU vs IWF
+72.9%
-115.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.1% |
| 7D | -8.5% | +0.5% | -9.0% | -9.0% |
| 30D | -6.1% | -1.4% | -4.7% | -4.9% |
| 3M | +7.3% | +0.4% | +6.9% | +5.3% |
| 6M | -33.2% | +8.5% | -41.7% | -40.2% |
| YTD | -52.2% | +3.7% | -55.8% | -54.8% |
| 1Y | -52.7% | +8.5% | -61.1% | -57.8% |
| 3Y | -41.6% | +78.5% | -120.1% | -73.4% |
| 5Y | -42.6% | +73.6% | -116.3% | -72.0% |
| All | -42.6% | +72.9% | -115.5% | -72.0% |
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 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