+149.6%
IBM vs INTU
+247.3%
-97.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.8% | +2.9% | +0.2% |
| 7D | -5.0% | +0.1% | -5.1% | -5.1% |
| 30D | +11.1% | +15.4% | -4.3% | +6.3% |
| 3M | +5.7% | +6.6% | -0.9% | +3.2% |
| 6M | +10.1% | -11.3% | +21.4% | +11.3% |
| YTD | -15.6% | -47.7% | +32.1% | -0.9% |
| 1Y | -19.5% | -47.0% | +27.5% | -6.0% |
| 3Y | +80.4% | -29.9% | +110.3% | +90.2% |
| 5Y | +140.0% | -42.2% | +182.2% | +159.3% |
| All | +149.6% | +247.3% | -97.7% | +37.2% |
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