+211.1%
INTU vs ECL
+153.2%
+57.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.9% |
| 7D | -7.5% | -0.8% | -6.8% | -7.1% |
| 30D | -1.9% | -2.5% | +0.5% | -0.4% |
| 3M | +4.9% | +8.3% | -3.5% | -0.6% |
| 6M | -33.2% | -1.1% | -32.1% | -33.6% |
| YTD | -51.4% | +6.5% | -57.9% | -54.5% |
| 1Y | -52.0% | +2.1% | -54.1% | -53.9% |
| 3Y | -40.7% | +57.6% | -98.3% | -59.5% |
| 5Y | -41.7% | +28.1% | -69.8% | -54.5% |
| 10Y | +211.1% | +153.2% | +57.9% | +39.6% |
| All | +211.1% | +153.2% | +57.9% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ECL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling