-40.0%
INTU vs QLD
+61.4%
-101.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -12.7% | +12.2% | +5.2% |
| 7D | +7.1% | -18.6% | +25.7% | +16.6% |
| 30D | +23.0% | -28.3% | +51.3% | +41.1% |
| 3M | +8.7% | -20.4% | +29.1% | +18.2% |
| 6M | -10.1% | -14.3% | +4.2% | -9.2% |
| YTD | -45.7% | +2.8% | -48.4% | -50.7% |
| 1Y | -45.1% | -1.2% | -43.9% | -49.3% |
| 3Y | -26.9% | +135.3% | -162.2% | -62.8% |
| 5Y | -40.0% | +62.6% | -102.5% | -63.4% |
| All | -40.0% | +61.4% | -101.4% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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