+224.6%
INTU vs ECL
+154.3%
+70.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | -7.1% | -2.6% | -4.5% | -5.5% |
| 30D | +1.5% | -2.2% | +3.6% | +2.8% |
| 3M | +10.7% | +10.1% | +0.6% | +3.8% |
| 6M | -23.8% | -5.7% | -18.1% | -22.0% |
| YTD | -49.3% | +7.0% | -56.3% | -52.7% |
| 1Y | -49.7% | +2.7% | -52.3% | -51.9% |
| 3Y | -38.0% | +57.7% | -95.7% | -57.7% |
| 5Y | -38.7% | +31.1% | -69.9% | -52.9% |
| All | +224.6% | +154.3% | +70.3% | +45.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling