-41.2%
INTU vs UPS
-33.3%
-7.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.6% | +0.2% |
| 7D | -3.9% | -1.6% | -2.3% | -3.4% |
| 30D | +12.0% | +17.9% | -6.0% | +5.7% |
| 3M | +2.3% | +9.4% | -7.1% | -0.9% |
| 6M | -12.1% | +16.2% | -28.3% | -17.0% |
| YTD | -47.5% | +18.8% | -66.3% | -51.9% |
| 1Y | -46.9% | +26.1% | -73.0% | -52.6% |
| 3Y | -33.5% | -4.5% | -29.0% | -37.1% |
| 5Y | -41.2% | -33.2% | -8.0% | -29.2% |
| All | -41.2% | -33.3% | -7.9% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 5y: compounded portfolio wealth divided by compounded UPS 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…
5y analysis · Full analysis span regression · 6 months rolling