+211.1%
INTU vs Z
-7.0%
+218.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.4% | +2.3% | -2.4% |
| 7D | -7.5% | -3.3% | -4.3% | -6.7% |
| 30D | -1.9% | -3.7% | +1.8% | -0.9% |
| 3M | +4.9% | -7.0% | +11.8% | +6.8% |
| 6M | -33.2% | -29.5% | -3.7% | -27.2% |
| YTD | -51.4% | -52.6% | +1.2% | -41.4% |
| 1Y | -52.0% | -64.0% | +12.0% | -38.2% |
| 3Y | -40.7% | -36.4% | -4.2% | -36.9% |
| 5Y | -41.7% | -65.8% | +24.0% | -33.4% |
| 10Y | +211.1% | -5.8% | +216.9% | +156.7% |
| All | +211.1% | -7.0% | +218.1% | +156.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling