+236.7%
INTU vs BG
+111.0%
+125.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | +0.1% |
| 7D | +0.1% | +2.6% | -2.5% | -0.4% |
| 30D | +10.1% | -6.7% | +16.7% | +11.4% |
| 3M | -4.2% | -9.3% | +5.1% | -2.8% |
| 6M | -7.2% | -18.3% | +11.1% | -4.3% |
| YTD | -47.7% | +16.2% | -63.9% | -50.2% |
| 1Y | -46.7% | +7.6% | -54.3% | -48.4% |
| 3Y | -34.1% | +6.6% | -40.6% | -37.3% |
| 5Y | -43.3% | +22.2% | -65.5% | -48.9% |
| All | +236.7% | +111.0% | +125.7% | +138.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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