-41.7%
INTU vs BAX
-67.0%
+25.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.8% | -0.4% | -3.5% |
| 7D | -7.5% | -2.4% | -5.1% | -7.1% |
| 30D | -1.9% | -9.7% | +7.8% | -0.2% |
| 3M | +4.9% | +29.3% | -24.4% | +0.4% |
| 6M | -33.2% | +40.7% | -73.9% | -37.3% |
| YTD | -51.4% | +30.3% | -81.7% | -54.2% |
| 1Y | -52.0% | +3.4% | -55.4% | -52.6% |
| 3Y | -40.7% | -32.0% | -8.7% | -36.8% |
| 5Y | -41.7% | -66.9% | +25.1% | -18.2% |
| All | -41.7% | -67.0% | +25.3% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling