-29.9%
INTU vs ECL
+78.2%
-108.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.1% | -3.3% |
| 7D | +0.1% | -0.8% | +0.9% | +0.3% |
| 30D | +15.4% | +8.1% | +7.3% | +13.5% |
| 3M | +6.6% | +6.4% | +0.2% | +5.1% |
| 6M | -11.3% | +14.8% | -26.1% | -13.6% |
| YTD | -47.7% | +15.5% | -63.2% | -50.0% |
| 1Y | -47.0% | +20.1% | -67.1% | -50.2% |
| 3Y | -29.9% | +77.8% | -107.7% | -43.4% |
| All | -29.9% | +78.2% | -108.1% | -43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling