+14,683.6%
INTU vs UL
+1,656.2%
+13,027.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.2% | +2.6% | -3.8% | -2.2% |
| 30D | +12.4% | +6.8% | +5.7% | +9.6% |
| 3M | +2.3% | +5.7% | -3.5% | +0.2% |
| 6M | -13.3% | +15.9% | -29.2% | -18.4% |
| YTD | -47.9% | +4.3% | -52.1% | -49.3% |
| 1Y | -47.2% | -0.4% | -46.7% | -47.7% |
| 3Y | -33.9% | +35.0% | -68.9% | -43.3% |
| 5Y | -41.3% | +31.6% | -72.9% | -49.8% |
| 10Y | +237.9% | +104.6% | +133.2% | +137.3% |
| All | +14,683.6% | +1,656.2% | +13,027.4% | +4,503.1% |
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