-42.6%
INTU vs CBOE
+146.7%
-189.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -8.5% | -0.8% | -7.7% | -8.3% |
| 30D | -6.1% | +2.7% | -8.8% | -6.9% |
| 3M | +7.3% | +0.7% | +6.6% | +6.7% |
| 6M | -33.2% | -2.0% | -31.2% | -33.7% |
| YTD | -52.2% | +17.1% | -69.3% | -54.7% |
| 1Y | -52.7% | +26.5% | -79.2% | -56.3% |
| 3Y | -41.6% | +96.1% | -137.7% | -57.9% |
| 5Y | -42.6% | +149.3% | -191.9% | -66.2% |
| All | -42.6% | +146.7% | -189.3% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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