+236.7%
INTU vs USFR
+28.6%
+208.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +10.1% | +0.4% | +9.7% | +9.9% |
| 3M | -4.2% | +1.1% | -5.2% | -4.5% |
| 6M | -7.2% | +2.0% | -9.3% | -7.8% |
| YTD | -47.7% | +3.5% | -51.2% | -48.2% |
| 1Y | -46.7% | +4.1% | -50.8% | -47.3% |
| 3Y | -34.1% | +14.4% | -48.4% | -36.4% |
| 5Y | -43.3% | +21.4% | -64.7% | -46.5% |
| All | +236.7% | +28.6% | +208.2% | +203.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling