+6,771.5%
INTU vs EME
+54,073.4%
-47,302.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | -0.2% |
| 7D | -3.9% | +4.3% | -8.2% | -5.2% |
| 30D | +12.0% | -14.4% | +26.4% | +15.9% |
| 3M | +2.3% | -18.3% | +20.7% | +6.6% |
| 6M | -12.1% | -28.3% | +16.3% | -6.7% |
| YTD | -47.5% | +9.2% | -56.8% | -51.7% |
| 1Y | -46.9% | +4.3% | -51.2% | -50.5% |
| 3Y | -33.5% | +218.6% | -252.1% | -57.4% |
| 5Y | -41.2% | +421.0% | -462.3% | -67.6% |
| 10Y | +233.5% | +928.3% | -694.8% | +44.1% |
| All | +6,771.5% | +54,073.4% | -47,302.0% | +1,194.1% |
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