-43.2%
INTU vs B
+107.0%
-150.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | +0.1% | -7.3% | +7.4% | +0.8% |
| 30D | +10.1% | -3.3% | +13.4% | +10.3% |
| 3M | -4.2% | -7.8% | +3.6% | -3.7% |
| 6M | -7.2% | -15.5% | +8.3% | -6.0% |
| YTD | -47.7% | -12.3% | -35.4% | -47.8% |
| 1Y | -46.7% | +5.4% | -52.1% | -48.7% |
| 3Y | -34.1% | +165.5% | -199.6% | -48.9% |
| All | -43.2% | +107.0% | -150.2% | -57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling