-38.1%
INTU vs COMP
+215.9%
-254.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.4% |
| 7D | -7.1% | +1.4% | -8.4% | -7.2% |
| 30D | +1.5% | -13.3% | +14.8% | +2.7% |
| 3M | +10.7% | +41.1% | -30.5% | +7.1% |
| 6M | -23.8% | +17.2% | -41.0% | -25.4% |
| YTD | -49.3% | +5.2% | -54.5% | -49.8% |
| 1Y | -49.7% | +18.9% | -68.6% | -51.0% |
| All | -38.1% | +215.9% | -254.0% | -47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling