-47.5%
INTU vs RF
+20.4%
-67.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.1% | -1.1% |
| 7D | -3.9% | -0.1% | -3.8% | -3.9% |
| 30D | +11.7% | +7.0% | +4.7% | +11.4% |
| 3M | +4.5% | -7.0% | +11.5% | +3.5% |
| 6M | -13.9% | +6.8% | -20.7% | -12.6% |
| YTD | -48.2% | +9.9% | -58.1% | -48.6% |
| All | -47.5% | +20.4% | -67.9% | -51.3% |
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