-52.0%
INTU vs EMB
+5.1%
-57.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.2% |
| 7D | -7.5% | +0.3% | -7.8% | -7.5% |
| 30D | -1.9% | -0.5% | -1.5% | -2.1% |
| 3M | +4.9% | +0.3% | +4.5% | +5.0% |
| 6M | -33.2% | +1.2% | -34.4% | -33.0% |
| YTD | -51.4% | +1.5% | -52.9% | -52.2% |
| 1Y | -52.0% | +4.8% | -56.8% | -53.8% |
| All | -52.0% | +5.1% | -57.1% | -53.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling