+869.8%
EWY vs INTU
+2,488.8%
-1,619.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.8% | +7.8% | +5.2% |
| 7D | -10.4% | +0.1% | -10.5% | -10.5% |
| 30D | -25.4% | +15.4% | -40.8% | -29.0% |
| 3M | -16.5% | +6.6% | -23.1% | -19.4% |
| 6M | -24.7% | -11.3% | -13.4% | -25.6% |
| YTD | +40.9% | -47.7% | +88.6% | +62.0% |
| 1Y | +49.8% | -47.0% | +96.8% | +71.2% |
| 3Y | +134.8% | -29.9% | +164.7% | +138.6% |
| 5Y | +91.4% | -42.2% | +133.6% | +99.6% |
| 10Y | +204.3% | +251.7% | -47.4% | +69.7% |
| All | +869.8% | +2,488.8% | -1,619.1% | +201.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling