-45.2%
INTU vs RF
+25.4%
-70.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.4% |
| 7D | +8.7% | +2.3% | +6.4% | +8.5% |
| 30D | +25.9% | +7.2% | +18.6% | +25.5% |
| 3M | +10.7% | -8.2% | +18.9% | +9.5% |
| 6M | -11.6% | +7.0% | -18.6% | -10.4% |
| YTD | -45.4% | +10.3% | -55.7% | -45.7% |
| 1Y | -45.2% | +25.1% | -70.3% | -49.9% |
| All | -45.2% | +25.4% | -70.7% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling