-43.2%
INTU vs BP
+113.6%
-156.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.3% |
| 7D | +0.1% | +3.8% | -3.7% | -0.5% |
| 30D | +10.1% | -5.3% | +15.4% | +10.8% |
| 3M | -4.2% | +9.3% | -13.4% | -5.8% |
| 6M | -7.2% | +7.2% | -14.5% | -8.7% |
| YTD | -47.7% | +38.0% | -85.7% | -50.9% |
| 1Y | -46.7% | +33.2% | -79.9% | -49.7% |
| 3Y | -34.1% | +50.3% | -84.4% | -40.2% |
| All | -43.2% | +113.6% | -156.8% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling