+233.5%
INTU vs RF
+241.0%
-7.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | -3.9% | -1.3% | -2.6% | -3.5% |
| 30D | +12.0% | +4.6% | +7.3% | +10.4% |
| 3M | +2.3% | -8.4% | +10.8% | +5.2% |
| 6M | -12.1% | +8.9% | -20.9% | -14.7% |
| YTD | -47.5% | +8.8% | -56.4% | -49.5% |
| 1Y | -46.9% | +18.9% | -65.8% | -50.3% |
| 3Y | -33.5% | +116.0% | -149.5% | -49.8% |
| 5Y | -41.2% | +46.0% | -87.3% | -50.6% |
| 10Y | +233.5% | +231.7% | +1.8% | +112.6% |
| All | +233.5% | +241.0% | -7.5% | +112.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling