-42.6%
INTU vs USFR
+21.3%
-63.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -3.9% | +0.1% | -4.0% | -3.9% |
| 30D | +11.7% | +0.4% | +11.4% | +12.0% |
| 3M | +4.5% | +1.1% | +3.4% | +5.1% |
| 6M | -13.9% | +2.0% | -15.9% | -12.7% |
| YTD | -48.2% | +3.4% | -51.6% | -46.6% |
| 1Y | -47.1% | +4.1% | -51.2% | -45.1% |
| 3Y | -32.5% | +14.3% | -46.8% | -13.6% |
| 5Y | -42.6% | +21.3% | -63.9% | -2.9% |
| All | -42.6% | +21.3% | -63.9% | -2.9% |
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