-41.7%
INTU vs EME
+560.9%
-602.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.5% | -6.7% | -4.6% |
| 7D | -7.5% | +5.2% | -12.7% | -8.4% |
| 30D | -1.9% | -5.4% | +3.4% | -1.2% |
| 3M | +4.9% | -6.1% | +11.0% | +5.1% |
| 6M | -33.2% | +9.7% | -42.9% | -36.7% |
| YTD | -51.4% | +26.6% | -78.0% | -56.8% |
| 1Y | -52.0% | +24.6% | -76.6% | -58.0% |
| 3Y | -40.7% | +249.6% | -290.3% | -70.0% |
| All | -41.7% | +560.9% | -602.6% | -81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling