+131.6%
IBM vs INTU
+209.8%
-78.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | 0.0% |
| 7D | +0.3% | -7.5% | +7.8% | +2.6% |
| 30D | -1.5% | -1.9% | +0.5% | -1.2% |
| 3M | -16.8% | +4.9% | -21.6% | -18.1% |
| 6M | -9.0% | -33.2% | +24.2% | +0.3% |
| YTD | -20.1% | -51.4% | +31.4% | -3.7% |
| 1Y | -7.0% | -52.0% | +45.0% | +12.2% |
| 3Y | +72.4% | -40.7% | +113.1% | +91.4% |
| 5Y | +112.0% | -41.7% | +153.7% | +125.9% |
| 10Y | +131.6% | +211.1% | -79.6% | +25.9% |
| All | +131.6% | +209.8% | -78.2% | +25.9% |
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