+1,889.3%
INTU vs ELV
+2,594.5%
-705.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.5% |
| 7D | +0.1% | +1.0% | -0.9% | -0.2% |
| 30D | +10.1% | +0.4% | +9.7% | +10.0% |
| 3M | -4.2% | +8.4% | -12.6% | -6.5% |
| 6M | -7.2% | +8.4% | -15.7% | -9.7% |
| YTD | -47.7% | +24.4% | -72.1% | -51.7% |
| 1Y | -46.7% | +33.5% | -80.2% | -52.0% |
| 3Y | -34.1% | -2.1% | -32.0% | -36.6% |
| 5Y | -43.3% | +5.8% | -49.1% | -47.4% |
| 10Y | +232.6% | +268.9% | -36.3% | +102.4% |
| All | +1,889.3% | +2,594.5% | -705.1% | +598.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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