+233.5%
INTU vs B
+203.3%
+30.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.8% |
| 7D | -3.9% | -2.7% | -1.3% | -3.7% |
| 30D | +12.0% | -4.3% | +16.3% | +12.3% |
| 3M | +2.3% | -2.3% | +4.6% | +2.3% |
| 6M | -12.1% | -16.2% | +4.1% | -10.8% |
| YTD | -47.5% | -8.8% | -38.7% | -47.8% |
| 1Y | -46.9% | +11.4% | -58.3% | -48.8% |
| 3Y | -33.5% | +174.3% | -207.8% | -45.2% |
| 5Y | -41.2% | +116.2% | -157.4% | -50.8% |
| 10Y | +233.5% | +222.7% | +10.8% | +176.3% |
| All | +233.5% | +203.3% | +30.2% | +176.3% |
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