+19.7%
INTU vs U
-33.8%
+53.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.9% |
| 7D | -3.9% | +16.9% | -20.9% | -7.3% |
| 30D | +12.0% | +6.4% | +5.6% | +9.8% |
| 3M | +2.3% | +13.2% | -10.9% | -1.0% |
| 6M | -12.1% | +84.8% | -96.9% | -23.7% |
| YTD | -47.5% | +12.4% | -60.0% | -50.8% |
| 1Y | -46.9% | +19.8% | -66.7% | -51.1% |
| 3Y | -33.5% | +83.8% | -117.3% | -49.1% |
| 5Y | -41.2% | -72.7% | +31.5% | -41.4% |
| All | +19.7% | -33.8% | +53.5% | -3.3% |
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