+2,718.4%
INTU vs EL
+1,685.7%
+1,032.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.0% | -6.3% | -4.3% |
| 7D | -7.1% | +0.8% | -7.9% | -7.4% |
| 30D | +1.5% | +19.8% | -18.4% | -4.8% |
| 3M | +10.7% | +25.7% | -15.0% | +2.1% |
| 6M | -23.8% | +5.4% | -29.3% | -26.6% |
| YTD | -49.3% | +0.2% | -49.5% | -51.1% |
| 1Y | -49.7% | +20.4% | -70.1% | -54.7% |
| 3Y | -38.0% | -32.1% | -5.9% | -37.1% |
| 5Y | -38.7% | -67.2% | +28.4% | -19.9% |
| 10Y | +221.3% | +31.7% | +189.6% | +164.2% |
| All | +2,718.4% | +1,685.7% | +1,032.7% | +636.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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