-42.2%
INTU vs S
-67.4%
+25.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.6% | -5.4% | -4.2% |
| 7D | +0.1% | -13.4% | +13.6% | +4.1% |
| 30D | +15.4% | -14.0% | +29.4% | +19.7% |
| 3M | +6.6% | +4.9% | +1.7% | +3.2% |
| 6M | -11.3% | +42.0% | -53.3% | -22.4% |
| YTD | -47.7% | +45.1% | -92.9% | -54.6% |
| 1Y | -47.0% | +33.1% | -80.1% | -53.1% |
| 3Y | -29.9% | +40.6% | -70.6% | -42.7% |
| All | -42.2% | -67.4% | +25.2% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling