-43.2%
INTU vs RMBS
+240.2%
-283.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.7% | +0.8% |
| 7D | +0.1% | +10.3% | -10.3% | -1.2% |
| 30D | +10.1% | -10.7% | +20.8% | +11.0% |
| 3M | -4.2% | -17.2% | +13.0% | -3.0% |
| 6M | -7.2% | -39.0% | +31.8% | -4.2% |
| YTD | -47.7% | -10.5% | -37.2% | -52.8% |
| 1Y | -46.7% | -11.0% | -35.7% | -52.1% |
| 3Y | -34.1% | +31.3% | -65.4% | -53.3% |
| All | -43.2% | +240.2% | -283.4% | -80.3% |
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 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