+1,236.8%
EWY vs INTU
+2,410.4%
-1,173.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.4% | +8.0% | +5.6% |
| 7D | +4.8% | -7.1% | +11.9% | +7.1% |
| 30D | +11.7% | +1.5% | +10.2% | +10.6% |
| 3M | -7.4% | +10.7% | -18.1% | -12.0% |
| 6M | +40.6% | -23.8% | +64.4% | +46.0% |
| YTD | +94.3% | -49.3% | +143.6% | +127.9% |
| 1Y | +164.3% | -49.7% | +213.9% | +209.9% |
| 3Y | +221.0% | -38.0% | +259.0% | +243.2% |
| 5Y | +139.1% | -38.7% | +177.9% | +146.4% |
| 10Y | +298.8% | +221.3% | +77.5% | +131.4% |
| All | +1,236.8% | +2,410.4% | -1,173.6% | +324.6% |
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