-43.2%
INTU vs BR
+18.8%
-62.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | 0.0% |
| 7D | +0.1% | +1.1% | -1.0% | -0.9% |
| 30D | +10.1% | +14.4% | -4.3% | -2.0% |
| 3M | -4.2% | +12.4% | -16.6% | -13.2% |
| 6M | -7.2% | +35.4% | -42.7% | -28.4% |
| YTD | -47.7% | -12.2% | -35.5% | -41.8% |
| 1Y | -46.7% | -12.7% | -34.0% | -40.4% |
| 3Y | -34.1% | +14.3% | -48.3% | -45.0% |
| All | -43.2% | +18.8% | -62.0% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling