+237.9%
INTU vs Z
-19.5%
+257.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.5% | +6.2% | +2.2% |
| 7D | -1.2% | -6.5% | +5.2% | +0.2% |
| 30D | +12.4% | -0.1% | +12.6% | +12.0% |
| 3M | +2.3% | -14.1% | +16.4% | +6.2% |
| 6M | -13.3% | -30.1% | +16.7% | -5.3% |
| YTD | -47.9% | -57.5% | +9.6% | -35.6% |
| 1Y | -47.2% | -60.3% | +13.2% | -33.6% |
| 3Y | -33.9% | -21.0% | -12.9% | -33.5% |
| 5Y | -41.3% | -54.9% | +13.6% | -35.7% |
| 10Y | +237.9% | -16.0% | +253.9% | +188.5% |
| All | +237.9% | -19.5% | +257.4% | +188.5% |
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