-49.7%
INTU vs RUN
-46.2%
-3.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -2.9% | -3.4% |
| 7D | -7.1% | +1.3% | -8.3% | -7.1% |
| 30D | +1.5% | -15.3% | +16.7% | +1.2% |
| 3M | +10.7% | -40.0% | +50.7% | +10.0% |
| 6M | -23.8% | -27.0% | +3.1% | -24.3% |
| YTD | -49.3% | -51.7% | +2.4% | -49.2% |
| 1Y | -49.7% | -45.9% | -3.8% | -50.5% |
| All | -49.7% | -46.2% | -3.5% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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