+1,860.6%
INTU vs IYR
+700.6%
+1,160.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.6% | -3.0% |
| 7D | -7.1% | -1.2% | -5.8% | -6.4% |
| 30D | +1.5% | -2.9% | +4.3% | +3.1% |
| 3M | +10.7% | +0.8% | +9.8% | +10.3% |
| 6M | -23.8% | +1.9% | -25.7% | -24.9% |
| YTD | -49.3% | +9.6% | -58.9% | -52.1% |
| 1Y | -49.7% | +8.1% | -57.7% | -52.0% |
| 3Y | -38.0% | +29.2% | -67.2% | -46.8% |
| 5Y | -38.7% | +4.3% | -43.0% | -40.2% |
| 10Y | +221.3% | +64.7% | +156.6% | +150.6% |
| All | +1,860.6% | +700.6% | +1,160.0% | +480.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 all: compounded portfolio wealth divided by compounded IYR 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…
all analysis · Full analysis span regression · 6 months rolling