-11.5%
INTU vs BX
-0.3%
-11.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +0.1% |
| 7D | -4.1% | -1.1% | -3.1% | -3.9% |
| 30D | +12.8% | +8.8% | +4.0% | +9.7% |
| 3M | +2.1% | -18.3% | +20.4% | +4.8% |
| 6M | -11.5% | -1.5% | -9.9% | -8.6% |
| All | -11.5% | -0.3% | -11.2% | -8.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling