+1,469.9%
QQQ vs INTU
+2,430.4%
-960.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.9% |
| 7D | -1.5% | -1.2% | -0.3% | -1.2% |
| 30D | -10.2% | +12.4% | -22.6% | -14.5% |
| 3M | -6.3% | +2.3% | -8.6% | -8.4% |
| 6M | -4.9% | -13.3% | +8.4% | -4.0% |
| YTD | +10.2% | -47.9% | +58.1% | +32.5% |
| 1Y | +8.8% | -47.2% | +55.9% | +29.9% |
| 3Y | +81.4% | -33.9% | +115.3% | +94.3% |
| 5Y | +78.5% | -41.3% | +119.8% | +95.3% |
| 10Y | +523.8% | +237.9% | +285.9% | +252.1% |
| All | +1,469.9% | +2,430.4% | -960.5% | +250.2% |
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 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