-27.3%
INTU vs S
-52.7%
+25.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.6% | -5.4% | -4.2% |
| 7D | +0.1% | -13.4% | +13.6% | +3.9% |
| 30D | +15.4% | -14.0% | +29.4% | +19.4% |
| 3M | +6.6% | +4.9% | +1.7% | +3.4% |
| 6M | -11.3% | +42.0% | -53.3% | -21.8% |
| YTD | -47.7% | +45.1% | -92.9% | -54.2% |
| 1Y | -47.0% | +33.1% | -80.1% | -52.8% |
| 3Y | -29.9% | +40.6% | -70.6% | -41.8% |
| 5Y | -42.2% | -67.5% | +25.3% | -40.0% |
| All | -27.3% | -52.7% | +25.4% | -27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling