-41.7%
INTU vs JBL
+411.7%
-453.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.3% |
| 7D | -7.5% | +4.4% | -11.9% | -8.4% |
| 30D | -1.9% | -8.4% | +6.5% | -0.5% |
| 3M | +4.9% | -14.2% | +19.0% | +7.1% |
| 6M | -33.2% | +29.6% | -62.8% | -41.4% |
| YTD | -51.4% | +37.1% | -88.5% | -58.8% |
| 1Y | -52.0% | +49.5% | -101.5% | -61.1% |
| 3Y | -40.7% | +192.7% | -233.4% | -67.5% |
| All | -41.7% | +411.7% | -453.4% | -79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling