+209.1%
INTU vs RMBS
+554.0%
-345.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.3% | +0.2% |
| 7D | -9.2% | +1.2% | -10.4% | -9.4% |
| 30D | -7.0% | -11.5% | +4.4% | -5.0% |
| 3M | +10.5% | -38.2% | +48.7% | +20.3% |
| 6M | -30.6% | -4.8% | -25.8% | -37.2% |
| YTD | -52.3% | -7.1% | -45.2% | -57.5% |
| 1Y | -51.8% | +10.7% | -62.5% | -60.9% |
| 3Y | -41.8% | +54.5% | -96.3% | -63.1% |
| 5Y | -42.8% | +261.7% | -304.5% | -76.9% |
| All | +209.1% | +554.0% | -345.0% | -13.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling