-17.8%
INTU vs EXE
+187.5%
-205.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.3% |
| 7D | -8.5% | -2.7% | -5.7% | -8.0% |
| 30D | -6.1% | -0.4% | -5.8% | -6.1% |
| 3M | +7.3% | +9.5% | -2.1% | +5.3% |
| 6M | -33.2% | -9.3% | -23.9% | -32.1% |
| YTD | -52.2% | -10.9% | -41.3% | -51.3% |
| 1Y | -52.7% | +4.3% | -57.0% | -53.5% |
| 3Y | -41.6% | +18.8% | -60.4% | -44.3% |
| 5Y | -42.6% | +101.4% | -144.1% | -46.9% |
| All | -17.8% | +187.5% | -205.4% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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