+237.9%
INTU vs B
+184.6%
+53.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.1% | +6.8% | +1.3% |
| 7D | -1.2% | +7.1% | -8.4% | -2.1% |
| 30D | +12.4% | -3.3% | +15.8% | +12.7% |
| 3M | +2.3% | -2.5% | +4.8% | +2.2% |
| 6M | -13.3% | -7.2% | -6.1% | -13.2% |
| YTD | -47.9% | -7.4% | -40.5% | -48.3% |
| 1Y | -47.2% | +16.4% | -63.6% | -49.4% |
| 3Y | -33.9% | +178.7% | -212.6% | -45.5% |
| 5Y | -41.3% | +121.7% | -163.0% | -50.9% |
| 10Y | +237.9% | +208.6% | +29.3% | +183.5% |
| All | +237.9% | +184.6% | +53.3% | +183.5% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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