-40.6%
INTU vs BR
-4.8%
-35.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.7% | -2.3% |
| 7D | -7.5% | -5.9% | -1.6% | -3.1% |
| 30D | -1.9% | +1.9% | -3.8% | -3.1% |
| 3M | +4.9% | +14.7% | -9.8% | -5.4% |
| 6M | -33.2% | -12.8% | -20.5% | -27.3% |
| YTD | -51.4% | -23.0% | -28.4% | -42.8% |
| 1Y | -52.0% | -31.7% | -20.3% | -39.4% |
| All | -40.6% | -4.8% | -35.7% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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