-41.3%
INTU vs RUN
-84.0%
+42.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -10.6% | +11.2% | +1.6% |
| 7D | -1.2% | +0.3% | -1.6% | -1.4% |
| 30D | +12.4% | +14.0% | -1.6% | +10.8% |
| 3M | +2.3% | -11.8% | +14.0% | +2.9% |
| 6M | -13.3% | -40.4% | +27.1% | -10.3% |
| YTD | -47.9% | -52.7% | +4.8% | -45.9% |
| 1Y | -47.2% | -52.5% | +5.4% | -45.3% |
| 3Y | -33.9% | -7.7% | -26.2% | -48.9% |
| 5Y | -41.3% | -83.9% | +42.5% | -33.8% |
| All | -41.3% | -84.0% | +42.6% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling