+235.2%
INTU vs EMB
+36.8%
+198.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | +0.4% |
| 7D | -4.1% | -0.7% | -3.5% | -3.3% |
| 30D | +12.8% | +0.5% | +12.3% | +12.1% |
| 3M | +2.1% | -2.5% | +4.6% | +5.9% |
| 6M | -11.5% | -2.0% | -9.5% | -9.1% |
| YTD | -47.9% | -0.9% | -47.1% | -47.6% |
| 1Y | -47.7% | -0.3% | -47.4% | -47.8% |
| 3Y | -34.0% | +29.2% | -63.1% | -54.6% |
| 5Y | -43.5% | +7.4% | -51.0% | -48.8% |
| All | +235.2% | +36.8% | +198.4% | +145.8% |
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