-29.9%
INTU vs RF
+104.8%
-134.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.7% |
| 7D | +0.1% | -0.9% | +1.0% | +0.4% |
| 30D | +15.4% | +6.0% | +9.4% | +13.8% |
| 3M | +6.6% | -8.9% | +15.5% | +8.9% |
| 6M | -11.3% | +2.3% | -13.6% | -11.9% |
| YTD | -47.7% | +7.6% | -55.3% | -49.2% |
| 1Y | -47.0% | +21.2% | -68.2% | -50.5% |
| 3Y | -29.9% | +108.5% | -138.5% | -44.6% |
| All | -29.9% | +104.8% | -134.8% | -44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling