+236.7%
INTU vs BAX
-35.8%
+272.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.4% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +10.1% | +4.1% | +6.0% | +8.5% |
| 3M | -4.2% | -4.5% | +0.4% | -3.1% |
| 6M | -7.2% | +49.2% | -56.5% | -19.1% |
| YTD | -47.7% | +35.2% | -82.9% | -53.9% |
| 1Y | -46.7% | +38.3% | -85.0% | -53.5% |
| 3Y | -34.1% | -19.0% | -15.0% | -33.9% |
| 5Y | -43.3% | -64.2% | +20.9% | -15.4% |
| All | +236.7% | -35.8% | +272.6% | +322.0% |
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