+236.7%
INTU vs D
+48.0%
+188.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +0.1% | -1.4% | +1.4% | +0.5% |
| 30D | +10.1% | +7.7% | +2.3% | +7.4% |
| 3M | -4.2% | -0.3% | -3.9% | -4.1% |
| 6M | -7.2% | +10.1% | -17.3% | -10.7% |
| YTD | -47.7% | +19.1% | -66.8% | -51.5% |
| 1Y | -46.7% | +15.9% | -62.6% | -50.1% |
| 3Y | -34.1% | +75.0% | -109.1% | -49.8% |
| 5Y | -43.3% | +13.4% | -56.7% | -47.5% |
| All | +236.7% | +48.0% | +188.7% | +182.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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