-47.5%
INTU vs COO
-8.8%
-38.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.7% |
| 7D | -3.9% | +4.3% | -8.2% | -5.1% |
| 30D | +11.7% | +17.6% | -5.9% | +7.4% |
| 3M | +4.5% | -13.9% | +18.4% | +9.0% |
| 6M | -13.9% | +6.6% | -20.4% | -13.6% |
| YTD | -48.2% | -22.0% | -26.2% | -41.4% |
| All | -47.5% | -8.8% | -38.7% | -45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling