-41.7%
INTU vs RUN
-80.3%
+38.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.7% | -7.9% | -4.5% |
| 7D | -7.5% | +10.2% | -17.7% | -8.4% |
| 30D | -1.9% | -9.6% | +7.7% | -1.2% |
| 3M | +4.9% | -31.5% | +36.4% | +7.8% |
| 6M | -33.2% | -18.7% | -14.5% | -33.0% |
| YTD | -51.4% | -49.9% | -1.5% | -49.6% |
| 1Y | -52.0% | -45.5% | -6.5% | -51.0% |
| 3Y | -40.7% | -34.1% | -6.6% | -50.3% |
| 5Y | -41.7% | -79.4% | +37.7% | -42.3% |
| All | -41.7% | -80.3% | +38.6% | -42.3% |
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