-12.9%
INTU vs EXE
+191.4%
-204.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.1% |
| 7D | -7.1% | -0.3% | -6.8% | -7.0% |
| 30D | +1.5% | +8.5% | -7.0% | -0.2% |
| 3M | +10.7% | +5.5% | +5.2% | +9.3% |
| 6M | -23.8% | -5.9% | -17.9% | -23.2% |
| YTD | -49.3% | -9.7% | -39.6% | -48.5% |
| 1Y | -49.7% | +3.6% | -53.2% | -50.4% |
| 3Y | -38.0% | +18.0% | -56.1% | -40.9% |
| 5Y | -38.7% | +109.4% | -148.2% | -43.5% |
| All | -12.9% | +191.4% | -204.3% | -23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling