-48.2%
INTU vs ZYBT
-58.4%
+10.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -0.9% | -1.6% |
| 7D | -8.5% | -3.7% | -4.8% | -8.5% |
| 30D | -6.1% | -12.8% | +6.7% | -6.1% |
| 3M | +7.3% | +76.2% | -68.9% | +6.1% |
| 6M | -33.2% | +109.3% | -142.6% | -34.3% |
| YTD | -52.2% | +36.5% | -88.7% | -52.7% |
| 1Y | -52.7% | -84.0% | +31.3% | -52.6% |
| All | -48.2% | -58.4% | +10.2% | -51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling