-38.5%
INTU vs ED
+35.7%
-74.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.0% | -3.6% |
| 7D | -7.1% | -0.2% | -6.9% | -7.1% |
| 30D | +1.5% | -0.1% | +1.6% | +1.4% |
| 3M | +10.7% | +3.9% | +6.7% | +12.0% |
| 6M | -23.8% | -3.0% | -20.8% | -23.9% |
| YTD | -49.3% | +10.7% | -60.0% | -48.2% |
| 1Y | -49.7% | +13.3% | -63.0% | -48.5% |
| All | -38.5% | +35.7% | -74.2% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 3y: compounded portfolio wealth divided by compounded ED 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…
3y analysis · Full analysis span regression · 6 months rolling