+69.0%
INTU vs REPL
+36.8%
+32.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.5% |
| 7D | +0.1% | +1.2% | -1.2% | 0.0% |
| 30D | +10.1% | +92.2% | -82.1% | +7.0% |
| 3M | -4.2% | +44.1% | -48.3% | -5.9% |
| 6M | -7.2% | +313.0% | -320.3% | -15.9% |
| YTD | -47.7% | +125.2% | -172.9% | -52.7% |
| 1Y | -46.7% | +143.8% | -190.5% | -52.0% |
| 3Y | -34.1% | +104.2% | -138.3% | -50.7% |
| 5Y | -43.3% | -34.5% | -8.7% | -52.6% |
| All | +69.0% | +36.8% | +32.2% | +6.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling