+246.9%
INTU vs Z
+25.1%
+221.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.2% | -2.8% |
| 7D | -7.1% | -3.0% | -4.1% | -6.4% |
| 30D | +1.5% | -4.2% | +5.6% | +2.6% |
| 3M | +10.7% | -3.7% | +14.4% | +11.6% |
| 6M | -23.8% | -24.5% | +0.7% | -18.7% |
| YTD | -49.3% | -49.3% | 0.0% | -40.4% |
| 1Y | -49.7% | -58.7% | +9.0% | -38.1% |
| 3Y | -38.0% | -34.1% | -3.9% | -34.7% |
| 5Y | -38.7% | -64.5% | +25.8% | -31.0% |
| 10Y | +221.3% | -0.5% | +221.8% | +167.3% |
| All | +246.9% | +25.1% | +221.8% | +168.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling