-33.9%
INTU vs RUN
-12.5%
-21.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -10.6% | +11.2% | +0.8% |
| 7D | -1.2% | +0.3% | -1.6% | -1.3% |
| 30D | +12.4% | +14.0% | -1.6% | +12.2% |
| 3M | +2.3% | -11.8% | +14.0% | +2.3% |
| 6M | -13.3% | -40.4% | +27.1% | -13.0% |
| YTD | -47.9% | -52.7% | +4.8% | -47.6% |
| 1Y | -47.2% | -52.5% | +5.4% | -46.9% |
| 3Y | -33.9% | -7.7% | -26.2% | -40.4% |
| All | -33.9% | -12.5% | -21.4% | -40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling