+233.5%
INTU vs P
+686.0%
-452.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | -0.4% |
| 7D | -3.9% | -4.7% | +0.8% | -3.4% |
| 30D | +12.0% | -31.4% | +43.4% | +20.3% |
| 3M | +2.3% | -2.6% | +5.0% | -0.5% |
| 6M | -12.1% | +21.9% | -34.0% | -21.2% |
| YTD | -47.5% | +58.9% | -106.5% | -57.1% |
| 1Y | -46.9% | +21.7% | -68.6% | -54.2% |
| 3Y | -33.5% | +193.3% | -226.8% | -60.8% |
| 5Y | -41.2% | +275.1% | -316.4% | -69.0% |
| 10Y | +233.5% | +655.3% | -421.8% | +38.7% |
| All | +233.5% | +686.0% | -452.5% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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