+2,225.7%
INTU vs BG
+1,131.5%
+1,094.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.1% |
| 7D | -7.1% | +2.8% | -9.9% | -7.6% |
| 30D | +1.5% | +12.0% | -10.6% | -0.9% |
| 3M | +10.7% | -7.7% | +18.4% | +11.9% |
| 6M | -23.8% | +4.5% | -28.3% | -25.0% |
| YTD | -49.3% | +35.7% | -85.0% | -52.8% |
| 1Y | -49.7% | +50.1% | -99.7% | -54.3% |
| 3Y | -38.0% | +12.6% | -50.6% | -41.2% |
| 5Y | -38.7% | +75.4% | -114.2% | -47.8% |
| 10Y | +221.3% | +150.5% | +70.9% | +142.0% |
| All | +2,225.7% | +1,131.5% | +1,094.2% | +1,462.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling