+14,729.7%
INTU vs ECL
+9,772.1%
+4,957.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.1% | -2.8% |
| 7D | +0.1% | -0.8% | +0.9% | +0.6% |
| 30D | +15.4% | +8.1% | +7.3% | +10.8% |
| 3M | +6.6% | +6.4% | +0.2% | +3.0% |
| 6M | -11.3% | +14.8% | -26.1% | -18.2% |
| YTD | -47.7% | +15.5% | -63.2% | -52.6% |
| 1Y | -47.0% | +20.1% | -67.1% | -53.0% |
| 3Y | -29.9% | +77.8% | -107.7% | -51.0% |
| 5Y | -42.2% | +37.9% | -80.1% | -53.4% |
| 10Y | +251.7% | +202.7% | +49.0% | +85.6% |
| All | +14,729.7% | +9,772.1% | +4,957.6% | +1,686.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling