+14,280.4%
INTU vs BAX
+584.2%
+13,696.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.4% | -3.7% |
| 7D | -7.1% | -1.1% | -5.9% | -6.7% |
| 30D | +1.5% | -5.5% | +6.9% | +3.3% |
| 3M | +10.7% | +33.5% | -22.9% | +0.5% |
| 6M | -23.8% | +35.9% | -59.7% | -32.1% |
| YTD | -49.3% | +35.4% | -84.7% | -55.3% |
| 1Y | -49.7% | +9.8% | -59.4% | -52.9% |
| 3Y | -38.0% | -32.7% | -5.3% | -34.3% |
| 5Y | -38.7% | -65.6% | +26.8% | -19.0% |
| 10Y | +221.3% | -34.9% | +256.2% | +242.2% |
| All | +14,280.4% | +584.2% | +13,696.2% | +7,507.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling