-38.5%
INTU vs ENB
+79.0%
-117.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.3% |
| 7D | -7.1% | -0.2% | -6.9% | -7.1% |
| 30D | +1.5% | -2.2% | +3.7% | +1.6% |
| 3M | +10.7% | -10.5% | +21.2% | +11.3% |
| 6M | -23.8% | -5.1% | -18.8% | -24.0% |
| YTD | -49.3% | +9.0% | -58.3% | -50.7% |
| 1Y | -49.7% | +8.2% | -57.9% | -51.0% |
| All | -38.5% | +79.0% | -117.5% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 3y: compounded portfolio wealth divided by compounded ENB 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…
3y analysis · Full analysis span regression · 6 months rolling