-43.2%
INTU vs EXPE
+46.0%
-89.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.9% |
| 7D | +0.1% | -0.5% | +0.5% | +0.2% |
| 30D | +10.1% | -6.1% | +16.2% | +11.8% |
| 3M | -4.2% | -21.3% | +17.1% | +3.0% |
| 6M | -7.2% | +19.0% | -26.2% | -13.3% |
| YTD | -47.7% | -8.4% | -39.3% | -47.2% |
| 1Y | -46.7% | -2.8% | -43.9% | -47.3% |
| 3Y | -34.1% | +120.8% | -154.8% | -53.9% |
| All | -43.2% | +46.0% | -89.2% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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