+436.7%
INTU vs USFR
+28.6%
+408.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.6% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | +12.4% | +0.4% | +12.0% | +12.2% |
| 3M | +2.3% | +1.1% | +1.2% | +1.7% |
| 6M | -13.3% | +2.1% | -15.4% | -14.2% |
| YTD | -47.9% | +3.4% | -51.3% | -48.8% |
| 1Y | -47.2% | +4.1% | -51.2% | -48.2% |
| 3Y | -33.9% | +14.4% | -48.3% | -38.3% |
| 5Y | -41.3% | +21.4% | -62.7% | -47.0% |
| 10Y | +237.9% | +28.5% | +209.4% | +194.6% |
| All | +436.7% | +28.6% | +408.2% | +368.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling