+14,280.4%
INTU vs SPGI
+11,796.2%
+2,484.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -2.6% |
| 7D | -7.1% | +0.1% | -7.2% | -7.2% |
| 30D | +1.5% | +8.4% | -7.0% | -2.5% |
| 3M | +10.7% | +11.8% | -1.2% | +4.3% |
| 6M | -23.8% | +5.7% | -29.6% | -25.8% |
| YTD | -49.3% | -9.7% | -39.6% | -46.6% |
| 1Y | -49.7% | -12.5% | -37.2% | -46.4% |
| 3Y | -38.0% | +21.8% | -59.8% | -44.3% |
| 5Y | -38.7% | +8.2% | -46.9% | -40.8% |
| 10Y | +221.3% | +309.5% | -88.2% | +72.0% |
| All | +14,280.4% | +11,796.2% | +2,484.2% | +1,406.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling