-46.9%
INTU vs EXR
+26.8%
-73.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | -3.9% | -1.1% | -2.8% | -3.8% |
| 30D | +12.0% | +18.8% | -6.8% | +10.6% |
| 3M | +2.3% | +9.9% | -7.6% | +0.5% |
| 6M | -12.1% | +12.6% | -24.7% | -12.1% |
| YTD | -47.5% | +26.5% | -74.0% | -47.9% |
| 1Y | -46.9% | +24.5% | -71.4% | -47.1% |
| All | -46.9% | +26.8% | -73.7% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 1y: compounded portfolio wealth divided by compounded EXR 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…
1y analysis · Full analysis span regression · 6 months rolling