-43.5%
INTU vs REPL
-35.3%
-8.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.7% |
| 7D | -4.1% | +9.8% | -13.9% | -4.3% |
| 30D | +12.8% | +81.5% | -68.7% | +11.3% |
| 3M | +2.1% | +44.2% | -42.1% | +1.1% |
| 6M | -11.5% | +437.4% | -448.9% | -16.7% |
| YTD | -47.9% | +126.1% | -174.1% | -50.5% |
| 1Y | -47.7% | +143.1% | -190.8% | -50.4% |
| 3Y | -34.0% | +97.8% | -131.8% | -45.8% |
| 5Y | -43.5% | -34.3% | -9.3% | -45.1% |
| All | -43.5% | -35.3% | -8.3% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling