+15.7%
INTU vs U
-44.5%
+60.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.2% |
| 3M | +10.7% | +38.7% | -28.1% | +2.7% |
| 6M | -23.8% | +104.4% | -128.3% | -35.0% |
| YTD | -49.3% | -5.7% | -43.6% | -50.3% |
| 1Y | -49.7% | +3.7% | -53.3% | -52.4% |
| 3Y | -38.0% | +12.3% | -50.3% | -46.7% |
| 5Y | -38.7% | -68.8% | +30.1% | -39.6% |
| All | +15.7% | -44.5% | +60.1% | -2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling