+305.9%
INTU vs QSR
+202.3%
+103.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +0.1% | -2.9% | +3.0% | +1.4% |
| 30D | +10.1% | +4.1% | +5.9% | +8.2% |
| 3M | -4.2% | -0.7% | -3.5% | -3.8% |
| 6M | -7.2% | +0.4% | -7.7% | -7.4% |
| YTD | -47.7% | +13.5% | -61.2% | -50.6% |
| 1Y | -46.7% | +11.0% | -57.7% | -49.2% |
| 3Y | -34.1% | +22.0% | -56.1% | -40.7% |
| 5Y | -43.3% | +57.1% | -100.3% | -54.2% |
| 10Y | +232.6% | +138.3% | +94.3% | +118.8% |
| All | +305.9% | +202.3% | +103.6% | +152.6% |
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