-43.2%
INTU vs COMP
-10.9%
-32.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | +0.2% |
| 7D | +0.1% | 0.0% | +0.1% | 0.0% |
| 30D | +10.1% | +16.6% | -6.5% | +7.0% |
| 3M | -4.2% | -23.5% | +19.3% | -0.6% |
| 6M | -7.2% | +25.7% | -33.0% | -11.9% |
| YTD | -47.7% | -3.4% | -44.3% | -48.9% |
| 1Y | -46.7% | +7.6% | -54.3% | -49.0% |
| 3Y | -34.1% | +423.6% | -457.7% | -57.0% |
| All | -43.2% | -10.9% | -32.3% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling