-46.9%
INTU vs ZYBT
-58.9%
+12.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.3% | +2.8% |
| 7D | -3.3% | -3.7% | +0.4% | -3.3% |
| 30D | -3.9% | 0.0% | -3.9% | -3.9% |
| 3M | +16.6% | +72.2% | -55.6% | +15.3% |
| 6M | -26.4% | +103.1% | -129.6% | -27.6% |
| YTD | -51.0% | +34.8% | -85.8% | -51.6% |
| 1Y | -50.8% | -83.2% | +32.4% | -50.7% |
| All | -46.9% | -58.9% | +12.0% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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