+14,280.4%
INTU vs D
+1,333.8%
+12,946.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -1.9% | -2.9% |
| 7D | -7.1% | +0.4% | -7.5% | -7.2% |
| 30D | +1.5% | -3.6% | +5.0% | +2.6% |
| 3M | +10.7% | -1.0% | +11.7% | +10.9% |
| 6M | -23.8% | +6.3% | -30.1% | -25.9% |
| YTD | -49.3% | +14.7% | -64.0% | -52.1% |
| 1Y | -49.7% | +16.9% | -66.6% | -52.9% |
| 3Y | -38.0% | +56.8% | -94.8% | -48.9% |
| 5Y | -38.7% | +5.2% | -43.9% | -42.2% |
| 10Y | +221.3% | +35.9% | +185.5% | +173.3% |
| All | +14,280.4% | +1,333.8% | +12,946.7% | +6,475.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling