-38.4%
INTU vs Z
-64.8%
+26.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.2% | -2.7% |
| 7D | -7.1% | -3.0% | -4.1% | -6.2% |
| 30D | +1.5% | -4.2% | +5.6% | +2.8% |
| 3M | +10.7% | -3.7% | +14.4% | +11.6% |
| 6M | -23.8% | -24.5% | +0.7% | -17.8% |
| YTD | -49.3% | -49.3% | 0.0% | -38.7% |
| 1Y | -49.7% | -58.7% | +9.0% | -35.9% |
| 3Y | -38.0% | -34.1% | -3.9% | -34.6% |
| All | -38.4% | -64.8% | +26.4% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling