-41.5%
INTU vs BG
+19.0%
-60.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.6% |
| 7D | -8.5% | +0.5% | -9.0% | -8.4% |
| 30D | -6.1% | +10.3% | -16.4% | -5.8% |
| 3M | +7.3% | -1.9% | +9.2% | +7.5% |
| 6M | -33.2% | +5.2% | -38.5% | -33.0% |
| YTD | -52.2% | +41.2% | -93.3% | -52.4% |
| 1Y | -52.7% | +50.5% | -103.2% | -53.1% |
| All | -41.5% | +19.0% | -60.5% | -42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling