+233.5%
INTU vs ECL
+196.0%
+37.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.3% |
| 7D | -3.9% | -2.3% | -1.7% | -2.5% |
| 30D | +12.0% | +8.3% | +3.7% | +6.4% |
| 3M | +2.3% | +8.4% | -6.1% | -3.0% |
| 6M | -12.1% | +23.3% | -35.3% | -23.8% |
| YTD | -47.5% | +18.2% | -65.8% | -54.1% |
| 1Y | -46.9% | +18.8% | -65.7% | -53.8% |
| 3Y | -33.5% | +78.5% | -112.0% | -58.2% |
| 5Y | -41.2% | +40.1% | -81.3% | -56.6% |
| 10Y | +233.5% | +196.5% | +37.0% | +38.1% |
| All | +233.5% | +196.0% | +37.5% | +38.1% |
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