-34.4%
INTU vs EXR
+53.2%
-87.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -4.1% | -1.2% | -2.9% | -3.9% |
| 30D | +12.8% | +18.3% | -5.4% | +9.3% |
| 3M | +2.1% | +9.1% | -7.0% | +0.3% |
| 6M | -11.5% | +11.7% | -23.2% | -13.3% |
| YTD | -47.9% | +25.7% | -73.6% | -50.4% |
| 1Y | -47.7% | +24.9% | -72.6% | -50.2% |
| All | -34.4% | +53.2% | -87.6% | -44.2% |
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