+12.7%
INTU vs QS
-44.4%
+57.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -3.9% | -3.4% |
| 7D | -7.1% | -2.3% | -4.8% | -6.9% |
| 30D | +1.5% | -0.7% | +2.2% | +1.4% |
| 3M | +10.7% | -39.6% | +50.3% | +13.7% |
| 6M | -23.8% | -21.7% | -2.1% | -23.6% |
| YTD | -49.3% | -47.4% | -1.9% | -47.8% |
| 1Y | -49.7% | -28.4% | -21.3% | -50.1% |
| 3Y | -38.0% | -22.6% | -15.4% | -42.3% |
| 5Y | -38.7% | -75.6% | +36.9% | -41.4% |
| All | +12.7% | -44.4% | +57.1% | +14.2% |
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