-40.0%
INTU vs USB
+22.2%
-62.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.2% |
| 7D | +7.1% | -1.5% | +8.6% | +7.7% |
| 30D | +23.0% | +4.3% | +18.7% | +21.2% |
| 3M | +8.7% | -6.1% | +14.8% | +11.1% |
| 6M | -10.1% | +9.4% | -19.5% | -13.4% |
| YTD | -45.7% | +15.2% | -60.8% | -49.0% |
| 1Y | -45.1% | +32.8% | -77.8% | -51.3% |
| 3Y | -26.9% | +91.3% | -118.2% | -45.7% |
| 5Y | -40.0% | +22.7% | -62.6% | -46.6% |
| All | -40.0% | +22.2% | -62.1% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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