-40.7%
INTU vs QS
-19.7%
-21.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.0% | -6.1% | -4.2% |
| 7D | -7.5% | +2.2% | -9.7% | -7.6% |
| 30D | -1.9% | -8.1% | +6.1% | -1.8% |
| 3M | +4.9% | -27.0% | +31.9% | +5.4% |
| 6M | -33.2% | -16.4% | -16.8% | -33.5% |
| YTD | -51.4% | -46.4% | -5.0% | -50.8% |
| 1Y | -52.0% | -41.1% | -10.9% | -51.9% |
| 3Y | -40.7% | -18.6% | -22.1% | -43.7% |
| All | -40.7% | -19.7% | -21.0% | -43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling