+39.1%
IWM vs INTU
-38.8%
+77.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.6% | +1.1% |
| 7D | +0.1% | -7.1% | +7.2% | +2.0% |
| 30D | -1.3% | +1.5% | -2.7% | -1.9% |
| 3M | +1.6% | +10.7% | -9.1% | -2.0% |
| 6M | +13.6% | -23.8% | +37.4% | +19.6% |
| YTD | +20.8% | -49.3% | +70.1% | +46.1% |
| 1Y | +26.4% | -49.7% | +76.1% | +53.1% |
| 3Y | +60.7% | -38.0% | +98.7% | +74.3% |
| All | +39.1% | -38.8% | +77.9% | +41.0% |
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