-40.0%
INTU vs COMP
-28.0%
-12.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.2% | +7.7% | +0.8% |
| 7D | +7.1% | -1.8% | +9.0% | +7.3% |
| 30D | +23.0% | -0.8% | +23.8% | +22.9% |
| 3M | +8.7% | -28.1% | +36.8% | +14.2% |
| 6M | -10.1% | +27.0% | -37.1% | -15.3% |
| YTD | -45.7% | -12.8% | -32.9% | -46.0% |
| 1Y | -45.1% | +4.9% | -50.0% | -47.1% |
| 3Y | -26.9% | +321.0% | -347.9% | -50.3% |
| 5Y | -40.0% | -25.6% | -14.4% | -48.4% |
| All | -40.0% | -28.0% | -12.0% | -48.4% |
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 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