+231.4%
INTU vs COO
+41.6%
+189.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.2% | +0.9% |
| 7D | -1.2% | +4.5% | -5.7% | -3.4% |
| 30D | +12.4% | +16.9% | -4.5% | +4.1% |
| 3M | +2.3% | -16.7% | +19.0% | +11.2% |
| 6M | -13.3% | +5.9% | -19.3% | -17.4% |
| YTD | -47.9% | -22.4% | -25.4% | -41.7% |
| 1Y | -47.2% | -10.1% | -37.0% | -45.5% |
| 3Y | -33.9% | -22.8% | -11.1% | -30.5% |
| 5Y | -41.3% | -41.4% | +0.1% | -28.0% |
| All | +231.4% | +41.6% | +189.8% | +175.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling