-29.9%
INTU vs BAX
-19.9%
-10.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.5% | -4.3% | -3.8% |
| 7D | +0.1% | +12.1% | -12.0% | -1.1% |
| 30D | +15.4% | +7.6% | +7.8% | +14.5% |
| 3M | +6.6% | -4.5% | +11.1% | +6.9% |
| 6M | -11.3% | +52.0% | -63.3% | -14.6% |
| YTD | -47.7% | +35.1% | -82.9% | -49.4% |
| 1Y | -47.0% | +43.7% | -90.7% | -49.3% |
| 3Y | -29.9% | -20.9% | -9.0% | -28.4% |
| All | -29.9% | -19.9% | -10.0% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling