+147.3%
IBM vs INTU
+232.2%
-85.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +9.2% | +10.1% | -0.9% | +6.0% |
| 3M | +4.9% | -4.2% | +9.1% | +5.8% |
| 6M | +16.8% | -7.2% | +24.0% | +16.4% |
| YTD | -14.3% | -47.7% | +33.4% | +0.7% |
| 1Y | -16.7% | -46.7% | +30.0% | -2.8% |
| 3Y | +82.2% | -34.1% | +116.3% | +95.8% |
| 5Y | +149.9% | -43.3% | +193.2% | +172.4% |
| All | +147.3% | +232.2% | -85.0% | +36.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling