+237.9%
INTU vs CAPR
-68.2%
+306.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.9% | +10.6% | +0.8% |
| 7D | -1.2% | +7.6% | -8.9% | -1.4% |
| 30D | +12.4% | +13.3% | -0.8% | +12.1% |
| 3M | +2.3% | +130.4% | -128.1% | +0.5% |
| 6M | -13.3% | -70.8% | +57.5% | -12.7% |
| YTD | -47.9% | -69.3% | +21.4% | -47.7% |
| 1Y | -47.2% | +59.5% | -106.7% | -50.5% |
| 3Y | -33.9% | +216.8% | -250.7% | -41.6% |
| 5Y | -41.3% | +152.7% | -194.0% | -48.6% |
| 10Y | +237.9% | -68.2% | +306.1% | +178.1% |
| All | +237.9% | -68.2% | +306.1% | +178.1% |
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