-45.2%
INTU vs JBL
+20.8%
-66.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.8% | +8.3% | +1.7% |
| 7D | +8.7% | -11.1% | +19.8% | +4.4% |
| 30D | +25.9% | -14.1% | +39.9% | +20.2% |
| 3M | +10.7% | -23.9% | +34.7% | +2.2% |
| 6M | -11.6% | -24.1% | +12.5% | -17.0% |
| YTD | -45.4% | +13.5% | -58.9% | -45.5% |
| 1Y | -45.2% | +23.7% | -69.0% | -46.2% |
| All | -45.2% | +20.8% | -66.0% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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