-9.7%
INTU vs COMP
-52.0%
+42.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +10.7% | -14.5% | -5.4% |
| 7D | +0.1% | +13.4% | -13.3% | -2.0% |
| 30D | +15.4% | +11.1% | +4.3% | +13.2% |
| 3M | +6.6% | -18.8% | +25.4% | +9.6% |
| 6M | -11.3% | +10.5% | -21.8% | -13.9% |
| YTD | -47.7% | -3.4% | -44.3% | -48.9% |
| 1Y | -47.0% | +19.7% | -66.7% | -50.1% |
| 3Y | -29.9% | +381.6% | -411.5% | -52.7% |
| 5Y | -42.2% | -17.6% | -24.6% | -52.3% |
| All | -9.7% | -52.0% | +42.2% | -24.8% |
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