+293.4%
INTU vs QSR
+218.5%
+74.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.3% |
| 7D | -7.1% | +2.4% | -9.5% | -8.1% |
| 30D | +1.5% | +7.6% | -6.2% | -1.8% |
| 3M | +10.7% | +12.6% | -2.0% | +5.1% |
| 6M | -23.8% | +14.4% | -38.2% | -28.3% |
| YTD | -49.3% | +19.6% | -68.9% | -53.3% |
| 1Y | -49.7% | +33.9% | -83.5% | -55.9% |
| 3Y | -38.0% | +27.1% | -65.1% | -45.4% |
| 5Y | -38.7% | +48.5% | -87.3% | -49.8% |
| 10Y | +221.3% | +126.2% | +95.1% | +112.4% |
| All | +293.4% | +218.5% | +74.9% | +139.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling