-38.5%
INTU vs BP
+33.3%
-71.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.4% |
| 7D | -7.1% | +3.9% | -11.0% | -7.4% |
| 30D | +1.5% | +7.6% | -6.2% | +0.8% |
| 3M | +10.7% | +0.7% | +10.0% | +10.3% |
| 6M | -23.8% | +15.5% | -39.3% | -24.8% |
| YTD | -49.3% | +30.8% | -80.1% | -50.4% |
| 1Y | -49.7% | +34.3% | -84.0% | -51.0% |
| All | -38.5% | +33.3% | -71.8% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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