+91.0%
EWY vs INTU
-42.6%
+133.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.8% | +7.8% | +4.5% |
| 7D | -10.4% | +0.1% | -10.5% | -10.4% |
| 30D | -25.4% | +15.4% | -40.8% | -26.9% |
| 3M | -16.5% | +6.6% | -23.1% | -17.7% |
| 6M | -24.7% | -11.3% | -13.4% | -24.1% |
| YTD | +40.9% | -47.7% | +88.6% | +62.1% |
| 1Y | +49.8% | -47.0% | +96.8% | +71.4% |
| 3Y | +134.8% | -29.9% | +164.7% | +139.5% |
| All | +91.0% | -42.6% | +133.6% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INTU.
Daily Out/Under-Performance
Portfolio return minus INTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INTU 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 INTU 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