-42.6%
INTU vs BNS
+93.4%
-136.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.2% |
| 7D | -8.5% | -1.3% | -7.2% | -7.9% |
| 30D | -6.1% | +4.0% | -10.1% | -8.2% |
| 3M | +7.3% | +13.8% | -6.5% | -0.5% |
| 6M | -33.2% | +32.7% | -65.9% | -43.9% |
| YTD | -52.2% | +27.6% | -79.8% | -59.1% |
| 1Y | -52.7% | +47.4% | -100.1% | -63.3% |
| 3Y | -41.6% | +129.0% | -170.6% | -67.6% |
| 5Y | -42.6% | +92.7% | -135.4% | -62.5% |
| All | -42.6% | +93.4% | -136.0% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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