+16.1%
JPM vs INTU
-46.5%
+62.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.7% | +4.2% |
| 7D | +3.8% | +8.7% | -4.9% | +3.9% |
| 30D | +6.5% | +25.9% | -19.4% | +6.8% |
| 3M | -1.0% | +10.7% | -11.7% | -0.9% |
| 6M | +15.5% | -11.6% | +27.1% | +16.1% |
| YTD | +11.4% | -45.4% | +56.8% | +17.5% |
| 1Y | +16.1% | -45.2% | +61.3% | +22.2% |
| All | +16.1% | -46.5% | +62.6% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INTU.
Daily Out/Under-Performance
Portfolio return minus INTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INTU 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 1y: compounded portfolio wealth divided by compounded INTU 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…
1y analysis · Full analysis span regression · 6 months rolling