-38.4%
INTU vs CAPR
+84.7%
-123.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.7% | -3.4% |
| 7D | -7.1% | -2.0% | -5.1% | -7.1% |
| 30D | +1.5% | +139.2% | -137.7% | +0.6% |
| 3M | +10.7% | -66.4% | +77.0% | +11.1% |
| 6M | -23.8% | -63.1% | +39.3% | -23.6% |
| YTD | -49.3% | -67.4% | +18.1% | -49.1% |
| 1Y | -49.7% | +58.2% | -107.9% | -51.9% |
| 3Y | -38.0% | +42.2% | -80.2% | -45.8% |
| All | -38.4% | +84.7% | -123.1% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling