+14,729.7%
INTU vs UL
+1,643.8%
+13,085.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.5% | -1.2% | -2.7% |
| 7D | +0.1% | +1.1% | -1.0% | -0.3% |
| 30D | +15.4% | +8.2% | +7.2% | +11.9% |
| 3M | +6.6% | +4.5% | +2.0% | +4.9% |
| 6M | -11.3% | +12.6% | -23.9% | -15.5% |
| YTD | -47.7% | +3.5% | -51.2% | -49.0% |
| 1Y | -47.0% | -0.4% | -46.6% | -47.5% |
| 3Y | -29.9% | +36.0% | -65.9% | -40.1% |
| 5Y | -42.2% | +30.9% | -73.1% | -50.4% |
| 10Y | +251.7% | +97.5% | +154.1% | +150.5% |
| All | +14,729.7% | +1,643.8% | +13,085.9% | +4,531.0% |
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