-47.5%
INTU vs Z
-58.2%
+10.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.8% | -4.7% | -2.6% |
| 7D | -3.9% | -5.2% | +1.2% | -2.3% |
| 30D | +11.7% | +5.7% | +6.0% | +8.0% |
| 3M | +4.5% | -8.7% | +13.2% | +7.7% |
| 6M | -13.9% | -26.0% | +12.1% | -5.0% |
| YTD | -48.2% | -55.0% | +6.8% | -31.1% |
| All | -47.5% | -58.2% | +10.8% | -28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling