-38.4%
INTU vs EMB
+7.4%
-45.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -7.1% | 0.0% | -7.1% | -7.1% |
| 30D | +1.5% | -0.3% | +1.8% | +1.9% |
| 3M | +10.7% | -0.4% | +11.1% | +11.2% |
| 6M | -23.8% | +0.1% | -24.0% | -24.4% |
| YTD | -49.3% | +1.6% | -50.9% | -50.8% |
| 1Y | -49.7% | +5.6% | -55.3% | -53.9% |
| 3Y | -38.0% | +29.8% | -67.8% | -58.8% |
| All | -38.4% | +7.4% | -45.8% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling