-38.4%
INTU vs ALL
+118.4%
-156.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.0% | -3.0% |
| 7D | -7.1% | 0.0% | -7.1% | -7.1% |
| 30D | +1.5% | -1.5% | +2.9% | +1.8% |
| 3M | +10.7% | +23.6% | -13.0% | +4.4% |
| 6M | -23.8% | +22.3% | -46.2% | -27.8% |
| YTD | -49.3% | +26.5% | -75.8% | -52.4% |
| 1Y | -49.7% | +27.0% | -76.7% | -52.9% |
| 3Y | -38.0% | +149.6% | -187.6% | -52.6% |
| All | -38.4% | +118.4% | -156.9% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 5y: compounded portfolio wealth divided by compounded ALL 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…
5y analysis · Full analysis span regression · 6 months rolling