+211.1%
INTU vs SPGI
+296.1%
-85.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -1.7% |
| 7D | -7.5% | -2.5% | -5.1% | -5.8% |
| 30D | -1.9% | +5.4% | -7.4% | -5.7% |
| 3M | +4.9% | +9.0% | -4.2% | -2.4% |
| 6M | -33.2% | +0.8% | -34.0% | -33.7% |
| YTD | -51.4% | -12.6% | -38.8% | -46.5% |
| 1Y | -52.0% | -16.1% | -35.9% | -45.9% |
| 3Y | -40.7% | +19.0% | -59.7% | -50.0% |
| 5Y | -41.7% | +5.1% | -46.8% | -46.0% |
| 10Y | +211.1% | +295.5% | -84.3% | +25.5% |
| All | +211.1% | +296.1% | -85.0% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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