+235.2%
INTU vs EEM
+121.8%
+113.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | +0.2% |
| 7D | -4.1% | +5.3% | -9.5% | -7.6% |
| 30D | +12.8% | -7.0% | +19.8% | +17.7% |
| 3M | +2.1% | -8.0% | +10.1% | +6.6% |
| 6M | -11.5% | -6.6% | -4.8% | -11.4% |
| YTD | -47.9% | +12.3% | -60.3% | -56.4% |
| 1Y | -47.7% | +12.2% | -59.8% | -56.1% |
| 3Y | -34.0% | +71.2% | -105.2% | -62.7% |
| 5Y | -43.5% | +32.2% | -75.8% | -59.6% |
| All | +235.2% | +121.8% | +113.4% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 10y: compounded portfolio wealth divided by compounded EEM 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…
10y analysis · Full analysis span regression · 6 months rolling