+1,940.1%
INTU vs VALE
+2,275.1%
-335.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | -7.1% | +1.6% | -8.7% | -7.4% |
| 30D | +1.5% | +5.1% | -3.7% | +0.4% |
| 3M | +10.7% | -0.4% | +11.1% | +10.3% |
| 6M | -23.8% | -2.2% | -21.6% | -24.2% |
| YTD | -49.3% | +20.5% | -69.8% | -51.9% |
| 1Y | -49.7% | +61.2% | -110.8% | -55.1% |
| 3Y | -38.0% | +43.1% | -81.2% | -44.0% |
| 5Y | -38.7% | +34.0% | -72.7% | -45.6% |
| 10Y | +221.3% | +469.7% | -248.3% | +99.3% |
| All | +1,940.1% | +2,275.1% | -335.0% | +830.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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