+1,164.5%
INTU vs EMB
+132.1%
+1,032.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.7% |
| 3M | +10.7% | -0.4% | +11.1% | +11.0% |
| 6M | -23.8% | +0.1% | -24.0% | -24.1% |
| YTD | -49.3% | +1.6% | -50.9% | -50.1% |
| 1Y | -49.7% | +5.6% | -55.3% | -52.0% |
| 3Y | -38.0% | +29.8% | -67.8% | -50.0% |
| 5Y | -38.7% | +7.3% | -46.0% | -43.1% |
| 10Y | +221.3% | +30.4% | +190.9% | +171.6% |
| All | +1,164.5% | +132.1% | +1,032.4% | +847.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling