+769.9%
BAC vs INTU
+17,078.7%
-16,308.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.7% | -0.2% |
| 7D | -1.9% | -3.9% | +2.1% | -1.0% |
| 30D | -7.2% | +12.0% | -19.1% | -9.7% |
| 3M | -20.4% | +2.3% | -22.7% | -21.4% |
| 6M | +1.3% | -12.1% | +13.4% | +1.9% |
| YTD | -6.4% | -47.5% | +41.1% | +5.1% |
| 1Y | -3.5% | -46.9% | +43.4% | +7.9% |
| 3Y | +96.7% | -33.5% | +130.2% | +105.9% |
| 5Y | +20.6% | -41.2% | +61.8% | +26.6% |
| 10Y | +233.0% | +233.5% | -0.5% | +135.3% |
| All | +769.9% | +17,078.7% | -16,308.8% | +209.6% |
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