+1,210.6%
INTU vs UMC
+259.6%
+951.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.6% | -8.0% | -4.4% |
| 7D | -7.1% | +5.0% | -12.0% | -8.2% |
| 30D | +1.5% | +7.7% | -6.2% | -0.6% |
| 3M | +10.7% | +1.7% | +9.0% | +6.5% |
| 6M | -23.8% | +113.9% | -137.8% | -40.2% |
| YTD | -49.3% | +168.9% | -218.2% | -63.0% |
| 1Y | -49.7% | +207.2% | -256.9% | -64.6% |
| 3Y | -38.0% | +227.7% | -265.7% | -57.9% |
| 5Y | -38.7% | +118.0% | -156.8% | -54.3% |
| 10Y | +221.3% | +1,682.1% | -1,460.8% | +35.1% |
| All | +1,210.6% | +259.6% | +951.0% | +441.6% |
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