-38.1%
INTU vs B
+198.7%
-236.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -3.3% |
| 7D | -7.1% | -1.6% | -5.5% | -7.0% |
| 30D | +1.5% | +9.4% | -8.0% | +1.0% |
| 3M | +10.7% | +5.0% | +5.7% | +10.5% |
| 6M | -23.8% | -3.5% | -20.3% | -23.3% |
| YTD | -49.3% | +4.5% | -53.8% | -49.7% |
| 1Y | -49.7% | +67.8% | -117.4% | -53.7% |
| All | -38.1% | +198.7% | -236.9% | -48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling