+14,167.9%
INTU vs IT
+6,228.4%
+7,939.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.0% | +0.3% | -2.5% |
| 7D | +0.1% | -16.9% | +17.0% | +5.9% |
| 30D | +15.4% | +2.3% | +13.1% | +14.3% |
| 3M | +6.6% | +2.9% | +3.7% | +5.3% |
| 6M | -11.3% | +25.9% | -37.2% | -18.4% |
| YTD | -47.7% | -24.6% | -23.1% | -43.8% |
| 1Y | -47.0% | -16.0% | -31.0% | -44.9% |
| 3Y | -29.9% | -51.6% | +21.6% | -15.6% |
| 5Y | -42.2% | -42.6% | +0.4% | -33.7% |
| 10Y | +251.7% | +103.6% | +148.1% | +172.9% |
| All | +14,167.9% | +6,228.4% | +7,939.6% | +4,598.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling