-41.7%
INTU vs BOXX
+14.6%
-56.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -9.2% | 0.0% | -9.2% | -9.5% |
| 30D | -7.0% | +0.3% | -7.3% | -9.2% |
| 3M | +10.5% | +1.0% | +9.6% | +2.0% |
| 6M | -30.6% | +1.9% | -32.5% | -39.2% |
| YTD | -52.3% | +2.6% | -55.0% | -59.6% |
| 1Y | -51.8% | +4.0% | -55.8% | -61.4% |
| All | -41.7% | +14.6% | -56.3% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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