-45.2%
INTU vs RMBS
-18.2%
-27.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.0% | +9.4% | +2.5% |
| 7D | +8.7% | -8.9% | +17.6% | +7.2% |
| 30D | +25.9% | -24.8% | +50.7% | +20.7% |
| 3M | +10.7% | -17.6% | +28.3% | +8.6% |
| 6M | -11.6% | -25.7% | +14.1% | -14.1% |
| YTD | -45.4% | -9.8% | -35.6% | -45.7% |
| 1Y | -45.2% | -17.4% | -27.9% | -45.3% |
| All | -45.2% | -18.2% | -27.0% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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