+1,204.0%
INTU vs EMB
+127.1%
+1,076.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | +0.1% | -0.1% | +0.2% | +0.2% |
| 30D | +15.4% | +1.3% | +14.1% | +14.3% |
| 3M | +6.6% | -2.2% | +8.8% | +8.7% |
| 6M | -11.3% | -2.3% | -9.0% | -9.6% |
| YTD | -47.7% | -0.6% | -47.1% | -47.6% |
| 1Y | -47.0% | +0.5% | -47.5% | -47.4% |
| 3Y | -29.9% | +29.4% | -59.4% | -43.3% |
| 5Y | -42.2% | +6.5% | -48.7% | -45.8% |
| 10Y | +251.7% | +29.8% | +221.9% | +201.0% |
| All | +1,204.0% | +127.1% | +1,076.9% | +896.0% |
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 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