+15.8%
INTU vs QS
-60.6%
+76.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.8% | +7.1% | -0.2% |
| 7D | -4.1% | -5.6% | +1.5% | -3.9% |
| 30D | +12.8% | -5.8% | +18.7% | +13.1% |
| 3M | +2.1% | -39.2% | +41.3% | +5.1% |
| 6M | -11.5% | -53.9% | +42.5% | -7.9% |
| YTD | -47.9% | -62.8% | +14.8% | -45.4% |
| 1Y | -47.7% | -73.5% | +25.8% | -43.8% |
| 3Y | -34.0% | -29.1% | -4.9% | -38.6% |
| 5Y | -43.5% | -90.0% | +46.5% | -44.6% |
| All | +15.8% | -60.6% | +76.4% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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