-14.1%
INTU vs BOXX
+18.4%
-32.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -8.5% | +0.1% | -8.5% | -8.8% |
| 30D | -6.1% | +0.3% | -6.4% | -7.8% |
| 3M | +7.3% | +1.0% | +6.4% | +1.6% |
| 6M | -33.2% | +1.9% | -35.2% | -38.8% |
| YTD | -52.2% | +2.6% | -54.8% | -56.9% |
| 1Y | -52.7% | +4.0% | -56.7% | -58.4% |
| 3Y | -41.6% | +14.6% | -56.2% | -34.4% |
| All | -14.1% | +18.4% | -32.6% | +5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling