+243.1%
INTU vs SPGI
+333.9%
-90.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.0% |
| 7D | +0.1% | +0.3% | -0.1% | 0.0% |
| 30D | +15.4% | +18.4% | -3.0% | +1.7% |
| 3M | +6.6% | +15.7% | -9.1% | -4.4% |
| 6M | -11.3% | +17.3% | -28.6% | -21.6% |
| YTD | -47.7% | -4.7% | -43.0% | -46.0% |
| 1Y | -47.0% | +1.8% | -48.8% | -48.0% |
| 3Y | -29.9% | +31.7% | -61.6% | -45.2% |
| 5Y | -42.2% | +12.1% | -54.3% | -49.0% |
| All | +243.1% | +333.9% | -90.8% | +31.2% |
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