-43.2%
INTU vs S
-71.1%
+27.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.6% |
| 7D | +0.1% | +2.0% | -1.9% | -0.7% |
| 30D | +10.1% | -2.7% | +12.8% | +9.9% |
| 3M | -4.2% | -6.9% | +2.7% | -4.0% |
| 6M | -7.2% | +38.1% | -45.3% | -18.2% |
| YTD | -47.7% | +48.0% | -95.7% | -55.0% |
| 1Y | -46.7% | +34.5% | -81.2% | -53.1% |
| 3Y | -34.1% | +38.3% | -72.4% | -46.0% |
| All | -43.2% | -71.1% | +27.9% | -35.0% |
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