-45.2%
INTU vs REPL
+125.1%
-170.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.5% |
| 7D | +8.7% | +28.8% | -20.2% | +8.6% |
| 30D | +25.9% | +57.3% | -31.5% | +25.8% |
| 3M | +10.7% | +73.6% | -62.8% | +10.7% |
| 6M | -11.6% | +582.8% | -594.4% | -11.5% |
| YTD | -45.4% | +112.9% | -158.3% | -40.9% |
| 1Y | -45.2% | +130.7% | -175.9% | -41.3% |
| All | -45.2% | +125.1% | -170.4% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling