+155.3%
JPM vs INTU
-38.8%
+194.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.4% | -0.4% |
| 7D | +0.3% | -7.1% | +7.4% | +1.5% |
| 30D | -0.2% | +1.5% | -1.6% | -0.6% |
| 3M | +15.9% | +10.7% | +5.2% | +13.2% |
| 6M | +20.9% | -23.8% | +44.8% | +25.6% |
| YTD | +12.9% | -49.3% | +62.2% | +28.9% |
| 1Y | +20.3% | -49.7% | +70.0% | +37.3% |
| 3Y | +160.9% | -38.0% | +199.0% | +176.8% |
| All | +155.3% | -38.8% | +194.1% | +151.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling