-41.7%
INTU vs BX
+22.1%
-63.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.5% | +0.5% |
| 7D | -9.2% | -8.9% | -0.2% | -6.4% |
| 30D | -7.0% | -14.8% | +7.8% | -2.1% |
| 3M | +10.5% | +6.9% | +3.6% | +8.2% |
| 6M | -30.6% | +16.3% | -46.9% | -34.4% |
| YTD | -52.3% | -16.1% | -36.3% | -49.9% |
| 1Y | -51.8% | -26.8% | -25.0% | -47.0% |
| All | -41.7% | +22.1% | -63.8% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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