-42.6%
INTU vs QSR
+43.4%
-86.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -0.7% |
| 7D | -8.5% | -2.4% | -6.1% | -7.2% |
| 30D | -6.1% | +5.7% | -11.8% | -8.9% |
| 3M | +7.3% | +6.9% | +0.4% | +3.6% |
| 6M | -33.2% | +6.9% | -40.1% | -35.8% |
| YTD | -52.2% | +14.9% | -67.1% | -55.9% |
| 1Y | -52.7% | +29.1% | -81.8% | -59.4% |
| 3Y | -41.6% | +26.1% | -67.7% | -51.2% |
| 5Y | -42.6% | +42.3% | -85.0% | -60.4% |
| All | -42.6% | +43.4% | -86.1% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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