-38.1%
INTU vs COO
-23.4%
-14.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -3.0% |
| 7D | -7.1% | -2.2% | -4.9% | -6.5% |
| 30D | +1.5% | -7.0% | +8.5% | +3.4% |
| 3M | +10.7% | +12.2% | -1.5% | +7.9% |
| 6M | -23.8% | -15.1% | -8.7% | -20.3% |
| YTD | -49.3% | -15.1% | -34.2% | -46.9% |
| 1Y | -49.7% | +2.3% | -52.0% | -49.8% |
| All | -38.1% | -23.4% | -14.7% | -36.7% |
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