+211.0%
INTU vs VIG
+241.3%
-30.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -0.9% |
| 7D | -8.5% | -1.2% | -7.3% | -7.0% |
| 30D | -6.1% | -2.8% | -3.3% | -2.4% |
| 3M | +7.3% | +2.5% | +4.9% | +4.0% |
| 6M | -33.2% | +8.1% | -41.3% | -40.2% |
| YTD | -52.2% | +9.6% | -61.7% | -58.0% |
| 1Y | -52.7% | +14.2% | -66.8% | -60.8% |
| 3Y | -41.6% | +56.1% | -97.7% | -68.5% |
| 5Y | -42.6% | +62.8% | -105.5% | -69.6% |
| 10Y | +211.0% | +248.2% | -37.2% | -33.5% |
| All | +211.0% | +241.3% | -30.3% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling