-29.9%
INTU vs D
+79.5%
-109.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.3% | -3.7% |
| 7D | +0.1% | +3.0% | -2.9% | +0.1% |
| 30D | +15.4% | +11.5% | +3.9% | +15.6% |
| 3M | +6.6% | +3.7% | +2.8% | +6.3% |
| 6M | -11.3% | +13.5% | -24.8% | -11.2% |
| YTD | -47.7% | +20.7% | -68.4% | -47.8% |
| 1Y | -47.0% | +18.2% | -65.3% | -47.0% |
| 3Y | -29.9% | +73.3% | -103.2% | -33.8% |
| All | -29.9% | +79.5% | -109.5% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling