+241.3%
INTU vs RUN
-31.9%
+273.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -2.9% | -3.3% |
| 7D | -7.1% | +1.3% | -8.3% | -7.2% |
| 30D | +1.5% | -15.3% | +16.7% | +3.1% |
| 3M | +10.7% | -40.0% | +50.7% | +16.2% |
| 6M | -23.8% | -27.0% | +3.1% | -22.6% |
| YTD | -49.3% | -51.7% | +2.4% | -46.8% |
| 1Y | -49.7% | -45.9% | -3.8% | -48.4% |
| 3Y | -38.0% | -43.8% | +5.8% | -46.3% |
| 5Y | -38.7% | -80.5% | +41.7% | -41.6% |
| 10Y | +221.3% | +45.3% | +176.1% | +122.9% |
| All | +241.3% | -31.9% | +273.2% | +140.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling