-27.1%
INTU vs S
-48.3%
+21.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.8% | +0.2% |
| 7D | -3.9% | +1.2% | -5.2% | -4.5% |
| 30D | +12.0% | -7.3% | +19.3% | +13.4% |
| 3M | +2.3% | +5.9% | -3.6% | -1.1% |
| 6M | -12.1% | +45.6% | -57.7% | -23.0% |
| YTD | -47.5% | +58.5% | -106.1% | -55.2% |
| 1Y | -46.9% | +37.6% | -84.5% | -53.2% |
| 3Y | -33.5% | +51.7% | -85.1% | -45.9% |
| 5Y | -41.2% | -67.5% | +26.2% | -40.1% |
| All | -27.1% | -48.3% | +21.2% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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