+217.8%
INTU vs JBL
+1,558.3%
-1,340.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.0% | -2.2% | +1.3% |
| 7D | -3.3% | +2.4% | -5.8% | -4.1% |
| 30D | -3.9% | -13.1% | +9.2% | -0.2% |
| 3M | +16.6% | -15.6% | +32.2% | +20.7% |
| 6M | -26.4% | +24.6% | -51.0% | -35.5% |
| YTD | -51.0% | +39.6% | -90.6% | -59.4% |
| 1Y | -50.8% | +48.6% | -99.4% | -60.7% |
| 3Y | -40.1% | +197.3% | -237.3% | -66.8% |
| 5Y | -41.2% | +413.0% | -454.2% | -75.1% |
| All | +217.8% | +1,558.3% | -1,340.6% | -17.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling