+1,184.1%
INTU vs VRSK
+593.4%
+590.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -2.5% |
| 7D | -8.5% | -5.4% | -3.1% | -5.2% |
| 30D | -6.1% | -1.8% | -4.4% | -5.0% |
| 3M | +7.3% | -2.2% | +9.6% | +8.8% |
| 6M | -33.2% | -14.9% | -18.3% | -26.4% |
| YTD | -52.2% | -20.0% | -32.2% | -45.2% |
| 1Y | -52.7% | -33.1% | -19.5% | -40.0% |
| 3Y | -41.6% | -25.6% | -16.0% | -33.2% |
| 5Y | -42.6% | -10.1% | -32.5% | -41.9% |
| 10Y | +211.0% | +128.4% | +82.6% | +95.5% |
| All | +1,184.1% | +593.4% | +590.7% | +410.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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