-38.4%
INTU vs REPL
-54.3%
+15.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.7% | -3.3% |
| 7D | -7.1% | -3.0% | -4.1% | -7.0% |
| 30D | +1.5% | +27.1% | -25.7% | +0.9% |
| 3M | +10.7% | +52.4% | -41.7% | +8.6% |
| 6M | -23.8% | +107.4% | -131.3% | -27.5% |
| YTD | -49.3% | +54.7% | -104.0% | -51.3% |
| 1Y | -49.7% | +158.9% | -208.5% | -53.4% |
| 3Y | -38.0% | -23.7% | -14.3% | -41.9% |
| All | -38.4% | -54.3% | +15.9% | -44.2% |
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