+16.6%
INTU vs QS
-57.3%
+73.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.4% | +6.0% | +1.0% |
| 7D | -3.9% | -5.0% | +1.0% | -3.7% |
| 30D | +12.0% | -1.4% | +13.4% | +11.9% |
| 3M | +2.3% | -33.6% | +35.9% | +4.7% |
| 6M | -12.1% | -47.6% | +35.5% | -9.4% |
| YTD | -47.5% | -59.6% | +12.1% | -45.2% |
| 1Y | -46.9% | -73.5% | +26.6% | -42.9% |
| 3Y | -33.5% | -23.0% | -10.4% | -38.4% |
| 5Y | -41.2% | -89.4% | +48.2% | -42.6% |
| All | +16.6% | -57.3% | +73.9% | +19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling