-50.8%
INTU vs UMC
+238.8%
-289.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.5% | +3.1% |
| 7D | -3.3% | +9.0% | -12.3% | -2.3% |
| 30D | -3.9% | +17.2% | -21.2% | -2.0% |
| 3M | +16.6% | +11.4% | +5.2% | +17.4% |
| 6M | -26.4% | +137.5% | -163.9% | -26.8% |
| YTD | -51.0% | +193.1% | -244.1% | -53.6% |
| 1Y | -50.8% | +240.3% | -291.1% | -56.2% |
| All | -50.8% | +238.8% | -289.6% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling