-42.2%
INTU vs ECL
+37.7%
-79.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.1% | -2.7% |
| 7D | +0.1% | -0.8% | +0.9% | +0.6% |
| 30D | +15.4% | +8.1% | +7.3% | +10.1% |
| 3M | +6.6% | +6.4% | +0.2% | +2.5% |
| 6M | -11.3% | +14.8% | -26.1% | -19.1% |
| YTD | -47.7% | +15.5% | -63.2% | -53.5% |
| 1Y | -47.0% | +20.1% | -67.1% | -54.3% |
| 3Y | -29.9% | +77.8% | -107.7% | -58.3% |
| All | -42.2% | +37.7% | -79.9% | -57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling