+1,460.3%
INTU vs EXPE
+851.4%
+608.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -2.9% |
| 7D | -7.1% | -9.5% | +2.4% | -4.7% |
| 30D | +1.5% | -6.6% | +8.1% | +3.2% |
| 3M | +10.7% | +31.4% | -20.7% | +3.1% |
| 6M | -23.8% | +35.2% | -59.0% | -29.8% |
| YTD | -49.3% | +5.8% | -55.1% | -50.4% |
| 1Y | -49.7% | +38.7% | -88.3% | -54.3% |
| 3Y | -38.0% | +175.8% | -213.8% | -54.5% |
| 5Y | -38.7% | +111.8% | -150.6% | -53.4% |
| 10Y | +221.3% | +179.7% | +41.6% | +109.7% |
| All | +1,460.3% | +851.4% | +608.9% | +485.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling