+210.2%
INTU vs EME
+1,312.7%
-1,102.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.9% | -0.9% |
| 7D | -8.5% | +2.7% | -11.2% | -9.2% |
| 30D | -6.1% | -6.8% | +0.7% | -4.7% |
| 3M | +7.3% | -8.8% | +16.2% | +8.0% |
| 6M | -33.2% | +5.0% | -38.2% | -36.5% |
| YTD | -52.2% | +23.5% | -75.7% | -57.7% |
| 1Y | -52.7% | +21.3% | -74.0% | -58.6% |
| 3Y | -41.6% | +241.1% | -282.7% | -67.6% |
| 5Y | -42.6% | +549.2% | -591.8% | -75.9% |
| All | +210.2% | +1,312.7% | -1,102.5% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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