-43.2%
INTU vs ECL
+38.6%
-81.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.1% | -0.5% |
| 7D | +0.1% | +2.9% | -2.8% | -1.7% |
| 30D | +10.1% | +7.5% | +2.6% | +5.3% |
| 3M | -4.2% | +12.2% | -16.4% | -10.8% |
| 6M | -7.2% | +24.6% | -31.8% | -19.6% |
| YTD | -47.7% | +18.8% | -66.4% | -54.3% |
| 1Y | -46.7% | +19.3% | -66.0% | -53.7% |
| 3Y | -34.1% | +78.2% | -112.3% | -60.5% |
| All | -43.2% | +38.6% | -81.8% | -58.3% |
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