+14,280.4%
INTU vs COO
+33,726.0%
-19,445.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -3.2% |
| 7D | -7.1% | -2.2% | -4.9% | -6.8% |
| 30D | +1.5% | -7.0% | +8.5% | +2.3% |
| 3M | +10.7% | +12.2% | -1.5% | +9.2% |
| 6M | -23.8% | -15.1% | -8.7% | -22.5% |
| YTD | -49.3% | -15.1% | -34.2% | -48.4% |
| 1Y | -49.7% | +2.3% | -52.0% | -49.9% |
| 3Y | -38.0% | -23.7% | -14.3% | -36.6% |
| 5Y | -38.7% | -38.9% | +0.2% | -35.8% |
| 10Y | +221.3% | +49.9% | +171.4% | +211.4% |
| All | +14,280.4% | +33,726.0% | -19,445.6% | +11,836.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling