-34.4%
INTU vs COO
-24.6%
-9.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | -4.1% | -2.1% | -2.1% | -3.6% |
| 30D | +12.8% | +13.9% | -1.1% | +9.4% |
| 3M | +2.1% | -18.9% | +21.1% | +7.4% |
| 6M | -11.5% | +3.7% | -15.2% | -12.3% |
| YTD | -47.9% | -24.1% | -23.8% | -44.1% |
| 1Y | -47.7% | -14.2% | -33.5% | -45.6% |
| All | -34.4% | -24.6% | -9.8% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling