+237.9%
INTU vs BAX
-34.5%
+272.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.6% |
| 7D | -1.2% | +3.6% | -4.9% | -2.4% |
| 30D | +12.4% | +8.5% | +3.9% | +9.4% |
| 3M | +2.3% | -4.9% | +7.1% | +3.5% |
| 6M | -13.3% | +47.0% | -60.3% | -24.0% |
| YTD | -47.9% | +38.4% | -86.3% | -54.4% |
| 1Y | -47.2% | +49.1% | -96.3% | -55.1% |
| 3Y | -33.9% | -14.9% | -19.0% | -35.0% |
| 5Y | -41.3% | -63.1% | +21.8% | -13.6% |
| 10Y | +237.9% | -35.6% | +273.5% | +324.6% |
| All | +237.9% | -34.5% | +272.4% | +324.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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