-43.2%
INTU vs RACE
+64.4%
-107.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -0.9% | -0.2% |
| 7D | +0.1% | -1.2% | +1.3% | +0.6% |
| 30D | +10.1% | +6.1% | +3.9% | +7.2% |
| 3M | -4.2% | -0.3% | -3.9% | -4.2% |
| 6M | -7.2% | +23.4% | -30.7% | -16.5% |
| YTD | -47.7% | +12.5% | -60.2% | -51.5% |
| 1Y | -46.7% | -0.5% | -46.2% | -47.3% |
| 3Y | -34.1% | +23.6% | -57.7% | -50.8% |
| All | -43.2% | +64.4% | -107.6% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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