-40.0%
INTU vs RF
+42.4%
-82.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.3% |
| 7D | +7.1% | -1.6% | +8.8% | +7.8% |
| 30D | +23.0% | +5.0% | +18.0% | +20.9% |
| 3M | +8.7% | -10.0% | +18.7% | +12.8% |
| 6M | -10.1% | +3.3% | -13.4% | -11.5% |
| YTD | -45.7% | +7.9% | -53.6% | -47.9% |
| 1Y | -45.1% | +21.2% | -66.3% | -49.8% |
| 3Y | -26.9% | +105.8% | -132.7% | -48.4% |
| 5Y | -40.0% | +43.7% | -83.7% | -51.3% |
| All | -40.0% | +42.4% | -82.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling