+6,752.6%
INTU vs EME
+53,473.8%
-46,721.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.6% |
| 7D | +0.1% | +8.4% | -8.3% | -2.2% |
| 30D | +10.1% | -11.5% | +21.6% | +12.9% |
| 3M | -4.2% | -20.6% | +16.4% | +0.6% |
| 6M | -7.2% | -28.5% | +21.3% | -1.5% |
| YTD | -47.7% | +8.0% | -55.7% | -51.7% |
| 1Y | -46.7% | +6.8% | -53.5% | -50.6% |
| 3Y | -34.1% | +213.9% | -248.0% | -57.6% |
| 5Y | -43.3% | +414.8% | -458.1% | -68.7% |
| 10Y | +232.6% | +916.9% | -684.4% | +44.1% |
| All | +6,752.6% | +53,473.8% | -46,721.2% | +1,194.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling