-47.0%
INTU vs COMP
+16.2%
-63.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +10.7% | -14.5% | -4.8% |
| 7D | +0.1% | +13.4% | -13.3% | -1.2% |
| 30D | +15.4% | +11.1% | +4.3% | +14.0% |
| 3M | +6.6% | -18.8% | +25.4% | +7.6% |
| 6M | -11.3% | +10.5% | -21.8% | -11.9% |
| YTD | -47.7% | -3.4% | -44.3% | -44.9% |
| 1Y | -47.0% | +19.7% | -66.7% | -46.1% |
| All | -47.0% | +16.2% | -63.2% | -46.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling