-2.5%
IBM vs INTU
-49.4%
+46.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.4% | +1.0% |
| 7D | -0.3% | -7.1% | +6.8% | +1.7% |
| 30D | +0.3% | +1.5% | -1.2% | -0.3% |
| 3M | -21.6% | +10.7% | -32.3% | -24.2% |
| 6M | -4.7% | -23.8% | +19.1% | -0.2% |
| YTD | -19.1% | -49.3% | +30.2% | -9.1% |
| 1Y | -2.5% | -49.7% | +47.2% | +10.0% |
| All | -2.5% | -49.4% | +46.9% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling