-40.7%
INTU vs RUN
-35.6%
-5.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.7% | -7.9% | -4.2% |
| 7D | -7.5% | +10.2% | -17.7% | -7.7% |
| 30D | -1.9% | -9.6% | +7.7% | -1.8% |
| 3M | +4.9% | -31.5% | +36.4% | +5.4% |
| 6M | -33.2% | -18.7% | -14.5% | -33.2% |
| YTD | -51.4% | -49.9% | -1.5% | -51.0% |
| 1Y | -52.0% | -45.5% | -6.5% | -51.8% |
| 3Y | -40.7% | -34.1% | -6.6% | -45.4% |
| All | -40.7% | -35.6% | -5.1% | -45.4% |
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