-29.9%
INTU vs BP
+42.8%
-72.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.7% |
| 7D | +0.1% | -11.6% | +11.7% | +0.8% |
| 30D | +15.4% | 0.0% | +15.4% | +15.2% |
| 3M | +6.6% | +6.7% | -0.2% | +5.8% |
| 6M | -11.3% | +2.2% | -13.5% | -11.8% |
| YTD | -47.7% | +33.0% | -80.7% | -49.0% |
| 1Y | -47.0% | +30.7% | -77.7% | -48.2% |
| 3Y | -29.9% | +44.2% | -74.1% | -33.5% |
| All | -29.9% | +42.8% | -72.7% | -33.5% |
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