-42.6%
INTU vs BTG
+75.0%
-117.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.2% | -1.7% |
| 7D | -8.5% | +2.4% | -10.9% | -8.7% |
| 30D | -6.1% | +9.5% | -15.6% | -7.0% |
| 3M | +7.3% | +38.5% | -31.2% | +3.7% |
| 6M | -33.2% | +5.6% | -38.9% | -34.0% |
| YTD | -52.2% | +23.9% | -76.1% | -54.1% |
| 1Y | -52.7% | +32.1% | -84.8% | -55.4% |
| 3Y | -41.6% | +103.2% | -144.8% | -50.3% |
| 5Y | -42.6% | +79.7% | -122.4% | -50.3% |
| All | -42.6% | +75.0% | -117.7% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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