+14,280.4%
INTU vs UL
+1,596.2%
+12,684.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.3% |
| 7D | -7.1% | -1.3% | -5.7% | -6.6% |
| 30D | +1.5% | +0.5% | +1.0% | +1.4% |
| 3M | +10.7% | +17.6% | -6.9% | +3.5% |
| 6M | -23.8% | -5.4% | -18.5% | -22.6% |
| YTD | -49.3% | +0.7% | -50.0% | -50.0% |
| 1Y | -49.7% | -9.3% | -40.4% | -48.3% |
| 3Y | -38.0% | +24.5% | -62.5% | -45.1% |
| 5Y | -38.7% | +23.2% | -61.9% | -46.2% |
| 10Y | +221.3% | +64.5% | +156.9% | +146.0% |
| All | +14,280.4% | +1,596.2% | +12,684.2% | +4,434.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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