-38.4%
INTU vs D
+4.5%
-43.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -1.9% | -3.2% |
| 7D | -7.1% | +0.4% | -7.5% | -7.1% |
| 30D | +1.5% | -3.6% | +5.0% | +1.9% |
| 3M | +10.7% | -1.0% | +11.7% | +10.8% |
| 6M | -23.8% | +6.3% | -30.1% | -24.8% |
| YTD | -49.3% | +14.7% | -64.0% | -50.8% |
| 1Y | -49.7% | +16.9% | -66.6% | -51.4% |
| 3Y | -38.0% | +56.8% | -94.8% | -45.8% |
| All | -38.4% | +4.5% | -43.0% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling