-49.7%
INTU vs IT
-24.5%
-25.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.6% | +1.3% | -1.1% |
| 7D | -7.1% | -6.0% | -1.0% | -4.2% |
| 30D | +1.5% | 0.0% | +1.4% | +1.4% |
| 3M | +10.7% | +13.1% | -2.4% | +2.5% |
| 6M | -23.8% | +11.7% | -35.5% | -29.3% |
| YTD | -49.3% | -26.1% | -23.2% | -45.7% |
| 1Y | -49.7% | -21.3% | -28.4% | -46.9% |
| All | -49.7% | -24.5% | -25.2% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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