-38.1%
INTU vs EXR
+22.7%
-60.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.1% | -3.1% |
| 7D | -7.1% | -2.6% | -4.5% | -6.6% |
| 30D | +1.5% | -7.2% | +8.6% | +2.9% |
| 3M | +10.7% | -3.5% | +14.2% | +11.6% |
| 6M | -23.8% | -5.3% | -18.5% | -23.0% |
| YTD | -49.3% | +9.4% | -58.7% | -50.6% |
| 1Y | -49.7% | +1.3% | -51.0% | -50.1% |
| All | -38.1% | +22.7% | -60.9% | -44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling