+80.4%
IBM vs INTU
-29.7%
+110.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +6.5% |
| 3M | +5.7% | +6.6% | -0.9% | +3.3% |
| 6M | +10.1% | -11.3% | +21.4% | +10.2% |
| YTD | -15.6% | -47.7% | +32.1% | -3.1% |
| 1Y | -19.5% | -47.0% | +27.5% | -8.0% |
| 3Y | +80.4% | -29.9% | +110.3% | +94.0% |
| All | +80.4% | -29.7% | +110.1% | +94.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling