+314.6%
INTU vs RACE
+670.3%
-355.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.6% |
| 7D | +7.1% | +5.7% | +1.5% | +4.4% |
| 30D | +23.0% | +9.3% | +13.7% | +18.1% |
| 3M | +8.7% | +3.8% | +4.9% | +6.7% |
| 6M | -10.1% | +29.8% | -39.9% | -21.3% |
| YTD | -45.7% | +15.6% | -61.3% | -50.4% |
| 1Y | -45.1% | +5.1% | -50.2% | -47.5% |
| 3Y | -26.9% | +30.8% | -57.7% | -42.0% |
| 5Y | -40.0% | +67.4% | -107.4% | -59.0% |
| 10Y | +265.4% | +793.6% | -528.2% | +38.2% |
| All | +314.6% | +670.3% | -355.7% | +56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling