-19.3%
IBM vs INTU
-46.8%
+27.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -2.2% | -1.2% | -1.0% | -1.9% |
| 30D | +7.7% | +12.4% | -4.8% | +4.0% |
| 3M | +3.5% | +2.3% | +1.2% | +2.2% |
| 6M | +7.2% | -13.3% | +20.5% | +6.6% |
| YTD | -15.8% | -47.9% | +32.1% | -9.3% |
| 1Y | -19.3% | -47.2% | +27.9% | -13.6% |
| All | -19.3% | -46.8% | +27.6% | -13.6% |
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