-38.4%
INTU vs U
-68.9%
+30.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.2% |
| 7D | -7.1% | -3.8% | -3.3% | -6.3% |
| 30D | +1.5% | +17.5% | -16.0% | -2.3% |
| 3M | +10.7% | +38.7% | -28.1% | +2.5% |
| 6M | -23.8% | +104.4% | -128.3% | -35.3% |
| YTD | -49.3% | -5.7% | -43.6% | -50.4% |
| 1Y | -49.7% | +3.7% | -53.3% | -52.4% |
| 3Y | -38.0% | +12.3% | -50.3% | -46.9% |
| All | -38.4% | -68.9% | +30.5% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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