-43.2%
INTU vs U
-73.3%
+30.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.2% | -4.8% | -0.6% |
| 7D | +0.1% | +2.6% | -2.5% | -0.5% |
| 30D | +10.1% | +27.6% | -17.5% | +4.0% |
| 3M | -4.2% | +15.3% | -19.5% | -7.8% |
| 6M | -7.2% | +96.4% | -103.6% | -20.8% |
| YTD | -47.7% | +19.6% | -67.3% | -51.7% |
| 1Y | -46.7% | +42.1% | -88.8% | -52.7% |
| 3Y | -34.1% | +87.5% | -121.6% | -50.1% |
| All | -43.2% | -73.3% | +30.1% | -46.0% |
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