+16,190.1%
INTU vs JBL
+35,525.4%
-19,335.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.0% | -0.1% |
| 7D | -3.9% | +0.1% | -4.1% | -4.1% |
| 30D | +12.0% | -17.0% | +29.0% | +15.8% |
| 3M | +2.3% | -27.4% | +29.7% | +8.1% |
| 6M | -12.1% | -29.1% | +17.0% | -8.2% |
| YTD | -47.5% | +13.6% | -61.2% | -51.6% |
| 1Y | -46.9% | +22.8% | -69.7% | -51.9% |
| 3Y | -33.5% | +103.0% | -136.5% | -47.9% |
| 5Y | -41.2% | +307.4% | -348.6% | -60.7% |
| 10Y | +233.5% | +1,173.9% | -940.4% | +69.3% |
| All | +16,190.1% | +35,525.4% | -19,335.3% | +5,304.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling