+459.5%
JPM vs INTU
+230.7%
+228.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | 0.0% |
| 7D | +1.6% | -4.1% | +5.8% | +2.8% |
| 30D | +3.4% | +12.8% | -9.4% | -0.2% |
| 3M | -5.7% | +2.1% | -7.8% | -6.9% |
| 6M | +13.5% | -11.5% | +25.0% | +14.5% |
| YTD | +8.4% | -47.9% | +56.4% | +28.5% |
| 1Y | +9.1% | -47.7% | +56.7% | +28.8% |
| 3Y | +149.5% | -34.0% | +183.5% | +162.9% |
| 5Y | +132.6% | -43.5% | +176.1% | +149.1% |
| All | +459.5% | +230.7% | +228.7% | +216.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling