+235.3%
INTU vs EMR
+319.4%
-84.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.4% | -2.8% |
| 7D | -3.9% | +2.1% | -6.1% | -4.9% |
| 30D | +11.7% | +4.8% | +7.0% | +9.2% |
| 3M | +4.5% | +7.5% | -3.0% | +0.6% |
| 6M | -13.9% | +20.9% | -34.7% | -22.1% |
| YTD | -48.2% | +29.2% | -77.4% | -55.8% |
| 1Y | -47.1% | +33.0% | -80.1% | -55.6% |
| 3Y | -32.5% | +109.8% | -142.2% | -56.5% |
| 5Y | -42.6% | +91.9% | -134.5% | -61.4% |
| 10Y | +235.3% | +301.5% | -66.2% | +64.3% |
| All | +235.3% | +319.4% | -84.1% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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