-38.4%
INTU vs RF
+89.8%
-128.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.3% |
| 7D | -7.1% | +1.3% | -8.4% | -7.5% |
| 30D | +1.5% | -3.6% | +5.1% | +2.7% |
| 3M | +10.7% | +8.1% | +2.6% | +7.6% |
| 6M | -23.8% | +11.5% | -35.3% | -27.2% |
| YTD | -49.3% | +15.6% | -64.9% | -52.5% |
| 1Y | -49.7% | +15.7% | -65.3% | -53.0% |
| 3Y | -38.0% | +86.9% | -124.9% | -53.7% |
| All | -38.4% | +89.8% | -128.2% | -53.0% |
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