+422.1%
INTU vs USFR
+27.5%
+394.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -7.1% | +0.1% | -7.1% | -7.1% |
| 30D | +1.5% | +0.3% | +1.2% | +1.3% |
| 3M | +10.7% | +1.0% | +9.7% | +10.1% |
| 6M | -23.8% | +1.9% | -25.8% | -24.6% |
| YTD | -49.3% | +2.6% | -51.9% | -50.0% |
| 1Y | -49.7% | +4.0% | -53.7% | -50.7% |
| 3Y | -38.0% | +14.1% | -52.1% | -42.1% |
| 5Y | -38.7% | +20.4% | -59.1% | -44.4% |
| 10Y | +221.3% | +28.0% | +193.3% | +180.7% |
| All | +422.1% | +27.5% | +394.6% | +357.1% |
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