+1,162.9%
INTU vs CAPR
-99.1%
+1,262.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.7% | -8.4% | -3.8% |
| 7D | +0.1% | +41.1% | -40.9% | -0.3% |
| 30D | +15.4% | +11.1% | +4.3% | +15.2% |
| 3M | +6.6% | +115.3% | -108.7% | +5.4% |
| 6M | -11.3% | -73.8% | +62.5% | -10.8% |
| YTD | -47.7% | -68.8% | +21.1% | -47.6% |
| 1Y | -47.0% | +43.3% | -90.3% | -49.2% |
| 3Y | -29.9% | +214.7% | -244.6% | -34.8% |
| 5Y | -42.2% | +141.3% | -183.5% | -46.4% |
| 10Y | +251.7% | -67.0% | +318.7% | +216.5% |
| All | +1,162.9% | -99.1% | +1,262.0% | +1,009.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling