+235.3%
INTU vs ECL
+205.6%
+29.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -2.3% |
| 7D | -3.9% | -0.5% | -3.4% | -3.6% |
| 30D | +11.7% | +8.8% | +2.9% | +5.8% |
| 3M | +4.5% | +7.8% | -3.4% | -0.6% |
| 6M | -13.9% | +21.3% | -35.2% | -24.6% |
| YTD | -48.2% | +17.8% | -66.0% | -54.6% |
| 1Y | -47.1% | +21.1% | -68.2% | -54.6% |
| 3Y | -32.5% | +80.1% | -112.6% | -57.8% |
| 5Y | -42.6% | +40.5% | -83.0% | -57.7% |
| 10Y | +235.3% | +197.7% | +37.5% | +40.2% |
| All | +235.3% | +205.6% | +29.7% | +40.2% |
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