-42.6%
INTU vs USFR
+20.4%
-63.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -8.5% | +0.1% | -8.5% | -8.4% |
| 30D | -6.1% | +0.3% | -6.4% | -5.9% |
| 3M | +7.3% | +1.0% | +6.4% | +8.1% |
| 6M | -33.2% | +1.9% | -35.2% | -32.0% |
| YTD | -52.2% | +2.7% | -54.8% | -50.8% |
| 1Y | -52.7% | +4.0% | -56.7% | -50.4% |
| 3Y | -41.6% | +14.0% | -55.7% | -24.6% |
| 5Y | -42.6% | +20.4% | -63.1% | -4.5% |
| All | -42.6% | +20.4% | -63.1% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling