-12.5%
INTU vs COMP
-47.7%
+35.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.5% |
| 7D | -7.1% | +1.4% | -8.4% | -7.3% |
| 30D | +1.5% | -13.3% | +14.8% | +3.6% |
| 3M | +10.7% | +41.1% | -30.5% | +4.2% |
| 6M | -23.8% | +17.2% | -41.0% | -27.3% |
| YTD | -49.3% | +5.2% | -54.5% | -50.9% |
| 1Y | -49.7% | +18.9% | -68.6% | -52.5% |
| 3Y | -38.0% | +215.9% | -253.9% | -54.5% |
| 5Y | -38.7% | -31.2% | -7.5% | -49.1% |
| All | -12.5% | -47.7% | +35.2% | -27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling