-12.1%
INTU vs BOXX
+18.5%
-30.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.5% |
| 7D | -3.3% | +0.1% | -3.4% | -3.6% |
| 30D | -3.9% | +0.3% | -4.2% | -5.6% |
| 3M | +16.6% | +1.0% | +15.6% | +9.9% |
| 6M | -26.4% | +1.9% | -28.4% | -32.7% |
| YTD | -51.0% | +2.7% | -53.7% | -56.0% |
| 1Y | -50.8% | +4.0% | -54.8% | -56.9% |
| 3Y | -40.1% | +14.7% | -54.7% | -32.9% |
| All | -12.1% | +18.5% | -30.5% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling