-46.9%
INTU vs REPL
+147.5%
-194.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.4% | +7.1% | +0.6% |
| 7D | -3.9% | +5.3% | -9.2% | -3.9% |
| 30D | +12.0% | +66.6% | -54.7% | +12.0% |
| 3M | +2.3% | +59.6% | -57.2% | +2.3% |
| 6M | -12.1% | +482.4% | -494.4% | -12.3% |
| YTD | -47.5% | +124.1% | -171.6% | -43.1% |
| 1Y | -46.9% | +138.6% | -185.5% | -42.4% |
| All | -46.9% | +147.5% | -194.4% | -42.4% |
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