+257.8%
INTU vs Z
+6.9%
+250.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.4% | -1.3% | -3.1% |
| 7D | +0.1% | -4.6% | +4.7% | +1.1% |
| 30D | +15.4% | +8.3% | +7.1% | +12.7% |
| 3M | +6.6% | -11.6% | +18.2% | +9.7% |
| 6M | -11.3% | -33.6% | +22.3% | -2.2% |
| YTD | -47.7% | -56.7% | +9.0% | -36.2% |
| 1Y | -47.0% | -59.1% | +12.1% | -34.5% |
| 3Y | -29.9% | -20.4% | -9.6% | -29.5% |
| 5Y | -42.2% | -55.3% | +13.1% | -36.6% |
| 10Y | +251.7% | -14.2% | +265.9% | +203.6% |
| All | +257.8% | +6.9% | +250.9% | +187.8% |
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