-41.3%
INTU vs QS
-87.4%
+46.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +0.9% |
| 7D | -1.2% | +8.0% | -9.3% | -2.2% |
| 30D | +12.4% | -2.8% | +15.3% | +12.5% |
| 3M | +2.3% | -28.1% | +30.4% | +5.5% |
| 6M | -13.3% | -41.0% | +27.7% | -10.0% |
| YTD | -47.9% | -57.3% | +9.4% | -44.2% |
| 1Y | -47.2% | -72.7% | +25.5% | -40.1% |
| 3Y | -33.9% | -18.6% | -15.3% | -46.6% |
| 5Y | -41.3% | -87.0% | +45.6% | -36.3% |
| All | -41.3% | -87.4% | +46.1% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling