-42.2%
INTU vs BBWI
-67.9%
+25.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.3% | -0.5% | -3.1% |
| 7D | +0.1% | -6.2% | +6.3% | +1.5% |
| 30D | +15.4% | +19.9% | -4.5% | +11.1% |
| 3M | +6.6% | +7.1% | -0.6% | +4.5% |
| 6M | -11.3% | +13.7% | -25.0% | -15.0% |
| YTD | -47.7% | +9.6% | -57.3% | -50.1% |
| 1Y | -47.0% | -1.6% | -45.4% | -48.7% |
| 3Y | -29.9% | -25.9% | -4.1% | -32.8% |
| All | -42.2% | -67.9% | +25.7% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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