-41.7%
INTU vs RMBS
+260.2%
-302.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -4.4% |
| 7D | -7.5% | +3.0% | -10.5% | -7.9% |
| 30D | -1.9% | -14.4% | +12.5% | -0.1% |
| 3M | +4.9% | -42.8% | +47.7% | +13.0% |
| 6M | -33.2% | -1.4% | -31.8% | -39.1% |
| YTD | -51.4% | -5.4% | -46.0% | -56.0% |
| 1Y | -52.0% | +18.6% | -70.6% | -60.5% |
| 3Y | -40.7% | +57.3% | -98.0% | -60.5% |
| 5Y | -41.7% | +265.7% | -307.4% | -78.2% |
| All | -41.7% | +260.2% | -302.0% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling