+6,089.9%
JPM vs INTU
+17,021.5%
-10,931.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +2.9% | 0.0% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +1.5% | +15.4% | -13.9% | -1.9% |
| 3M | -5.7% | +6.6% | -12.2% | -7.5% |
| 6M | +7.2% | -11.3% | +18.5% | +7.7% |
| YTD | +5.8% | -47.7% | +53.5% | +18.6% |
| 1Y | +8.8% | -47.0% | +55.8% | +21.5% |
| 3Y | +147.4% | -29.9% | +177.3% | +155.0% |
| 5Y | +125.3% | -42.2% | +167.5% | +136.1% |
| 10Y | +540.5% | +251.7% | +288.9% | +340.9% |
| All | +6,089.9% | +17,021.5% | -10,931.7% | +2,034.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling