+235.3%
INTU vs EMB
+30.9%
+204.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.8% |
| 7D | -3.9% | +0.8% | -4.8% | -5.0% |
| 30D | +11.7% | +1.5% | +10.2% | +9.5% |
| 3M | +4.5% | -1.9% | +6.4% | +7.4% |
| 6M | -13.9% | -1.6% | -12.3% | -12.1% |
| YTD | -48.2% | 0.0% | -48.2% | -48.5% |
| 1Y | -47.1% | +1.1% | -48.2% | -48.2% |
| 3Y | -32.5% | +30.9% | -63.4% | -54.2% |
| 5Y | -42.6% | +7.1% | -49.6% | -47.7% |
| 10Y | +235.3% | +31.1% | +204.1% | +154.0% |
| All | +235.3% | +30.9% | +204.4% | +154.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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