+1,252.3%
INTU vs UMC
+166.6%
+1,085.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.0% |
| 7D | +0.1% | +11.2% | -11.1% | -2.5% |
| 30D | +10.1% | -28.0% | +38.1% | +17.3% |
| 3M | -4.2% | -20.5% | +16.4% | -1.2% |
| 6M | -7.2% | -1.6% | -5.7% | -12.9% |
| YTD | -47.7% | +99.4% | -147.1% | -59.9% |
| 1Y | -46.7% | +120.4% | -167.1% | -60.2% |
| 3Y | -34.1% | +134.2% | -168.3% | -52.4% |
| 5Y | -43.3% | +78.8% | -122.1% | -56.5% |
| 10Y | +232.6% | +1,280.4% | -1,047.8% | +45.5% |
| All | +1,252.3% | +166.6% | +1,085.7% | +487.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling