-41.3%
INTU vs RY
+123.9%
-165.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.7% |
| 7D | -1.2% | -0.6% | -0.7% | -0.9% |
| 30D | +12.4% | +6.1% | +6.3% | +8.7% |
| 3M | +2.3% | -3.4% | +5.6% | +4.0% |
| 6M | -13.3% | +12.8% | -26.1% | -21.0% |
| YTD | -47.9% | +21.0% | -68.9% | -55.1% |
| 1Y | -47.2% | +40.5% | -87.6% | -59.3% |
| 3Y | -33.9% | +159.9% | -193.8% | -69.6% |
| 5Y | -41.3% | +125.0% | -166.3% | -68.8% |
| All | -41.3% | +123.9% | -165.3% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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