-32.5%
INTU vs USFR
+14.3%
-46.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -3.9% | +0.1% | -4.0% | -4.1% |
| 30D | +11.7% | +0.4% | +11.4% | +10.6% |
| 3M | +4.5% | +1.1% | +3.4% | +1.4% |
| 6M | -13.9% | +2.0% | -15.9% | -18.7% |
| YTD | -48.2% | +3.4% | -51.6% | -51.8% |
| 1Y | -47.1% | +4.1% | -51.2% | -50.9% |
| 3Y | -32.5% | +14.3% | -46.8% | +18.0% |
| All | -32.5% | +14.3% | -46.8% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling