-42.2%
INTU vs ED
+80.7%
-122.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.4% | -1.4% | -3.5% |
| 7D | +0.1% | +1.6% | -1.5% | 0.0% |
| 30D | +15.4% | +13.3% | +2.1% | +14.1% |
| 3M | +6.6% | +9.7% | -3.1% | +5.7% |
| 6M | -11.3% | +12.8% | -24.1% | -12.2% |
| YTD | -47.7% | +22.3% | -70.0% | -49.0% |
| 1Y | -47.0% | +26.3% | -73.3% | -48.6% |
| 3Y | -29.9% | +45.0% | -75.0% | -36.5% |
| All | -42.2% | +80.7% | -122.9% | -52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling