-9.4%
INTU vs COMP
-51.7%
+42.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.2% |
| 7D | -3.9% | +2.2% | -6.1% | -4.5% |
| 30D | +12.0% | +16.3% | -4.3% | +9.0% |
| 3M | +2.3% | -19.1% | +21.5% | +5.1% |
| 6M | -12.1% | +17.1% | -29.2% | -15.4% |
| YTD | -47.5% | -2.9% | -44.6% | -48.8% |
| 1Y | -46.9% | +8.8% | -55.7% | -49.2% |
| 3Y | -33.5% | +423.5% | -456.9% | -55.9% |
| 5Y | -41.2% | -10.5% | -30.8% | -51.9% |
| All | -9.4% | -51.7% | +42.3% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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