-40.7%
INTU vs USB
+23.7%
-64.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +2.8% |
| 7D | +8.7% | +2.4% | +6.3% | +7.7% |
| 30D | +25.9% | +6.6% | +19.3% | +23.1% |
| 3M | +10.7% | -4.1% | +14.8% | +12.3% |
| 6M | -11.6% | +12.5% | -24.0% | -15.7% |
| YTD | -45.4% | +17.6% | -63.0% | -49.1% |
| 1Y | -45.2% | +36.5% | -81.7% | -51.9% |
| 3Y | -26.5% | +95.4% | -121.9% | -45.8% |
| 5Y | -40.7% | +26.1% | -66.8% | -47.6% |
| All | -40.7% | +23.7% | -64.4% | -47.6% |
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