+235.3%
INTU vs CAPR
-64.9%
+300.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.4% | -10.4% | -1.1% |
| 7D | -3.9% | +36.0% | -40.0% | -4.4% |
| 30D | +11.7% | +25.8% | -14.1% | +11.3% |
| 3M | +4.5% | +140.8% | -136.4% | +2.6% |
| 6M | -13.9% | -67.6% | +53.7% | -13.4% |
| YTD | -48.2% | -65.9% | +17.6% | -48.1% |
| 1Y | -47.1% | +66.1% | -113.2% | -50.5% |
| 3Y | -32.5% | +256.9% | -289.4% | -40.4% |
| 5Y | -42.6% | +172.1% | -214.7% | -49.7% |
| 10Y | +235.3% | -64.7% | +300.0% | +175.7% |
| All | +235.3% | -64.9% | +300.2% | +175.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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