+235.3%
INTU vs D
+42.1%
+193.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.8% |
| 7D | -3.9% | +0.8% | -4.7% | -4.2% |
| 30D | +11.7% | +10.7% | +1.0% | +8.0% |
| 3M | +4.5% | +2.3% | +2.2% | +3.7% |
| 6M | -13.9% | +12.5% | -26.4% | -17.7% |
| YTD | -48.2% | +20.1% | -68.3% | -52.1% |
| 1Y | -47.1% | +15.6% | -62.7% | -50.5% |
| 3Y | -32.5% | +75.2% | -107.7% | -48.5% |
| 5Y | -42.6% | +14.6% | -57.1% | -47.1% |
| 10Y | +235.3% | +43.8% | +191.5% | +183.0% |
| All | +235.3% | +42.1% | +193.2% | +183.0% |
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