-46.7%
INTU vs BROS
-37.3%
-9.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.5% | -6.0% | -0.6% |
| 7D | +0.1% | +6.3% | -6.2% | -1.0% |
| 30D | +10.1% | -8.3% | +18.4% | +10.7% |
| 3M | -4.2% | -29.8% | +25.6% | +0.6% |
| 6M | -7.2% | -25.8% | +18.6% | -4.4% |
| YTD | -47.7% | -41.4% | -6.3% | -45.2% |
| 1Y | -46.7% | -35.2% | -11.5% | -45.0% |
| All | -46.7% | -37.3% | -9.4% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling