+20.0%
IWM vs INTU
-42.6%
+62.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.8% | +1.9% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | -1.5% | +15.4% | -16.9% | -5.2% |
| 3M | -8.0% | +6.6% | -14.6% | -10.2% |
| 6M | -4.1% | -11.3% | +7.2% | -3.3% |
| YTD | +11.9% | -47.7% | +59.6% | +34.1% |
| 1Y | +15.0% | -47.0% | +62.0% | +36.9% |
| 3Y | +64.2% | -29.9% | +94.1% | +69.6% |
| All | +20.0% | -42.6% | +62.6% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INTU.
Daily Out/Under-Performance
Portfolio return minus INTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INTU 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 INTU 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