+236.7%
INTU vs ALLY
+174.3%
+62.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | +0.1% | +0.4% | -0.3% | -0.1% |
| 30D | +10.1% | +5.2% | +4.8% | +8.3% |
| 3M | -4.2% | -13.3% | +9.1% | +0.3% |
| 6M | -7.2% | -6.7% | -0.6% | -5.7% |
| YTD | -47.7% | -12.8% | -34.9% | -45.9% |
| 1Y | -46.7% | +0.7% | -47.4% | -47.6% |
| 3Y | -34.1% | +65.2% | -99.3% | -47.4% |
| 5Y | -43.3% | -10.1% | -33.1% | -46.2% |
| All | +236.7% | +174.3% | +62.4% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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