-41.7%
INTU vs EAT
+326.5%
-368.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.4% | -0.8% | -3.4% |
| 7D | -7.5% | -4.9% | -2.6% | -6.5% |
| 30D | -1.9% | -1.2% | -0.7% | -2.0% |
| 3M | +4.9% | +52.2% | -47.4% | -5.3% |
| 6M | -33.2% | +65.0% | -98.3% | -41.7% |
| YTD | -51.4% | +55.0% | -106.4% | -57.2% |
| 1Y | -52.0% | +42.1% | -94.1% | -57.0% |
| 3Y | -40.7% | +614.7% | -655.4% | -69.7% |
| 5Y | -41.7% | +322.7% | -364.5% | -69.6% |
| All | -41.7% | +326.5% | -368.2% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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