-34.1%
INTU vs ENB
+72.2%
-106.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | +0.1% | +3.1% | -3.1% | 0.0% |
| 30D | +10.1% | +2.1% | +8.0% | +10.0% |
| 3M | -4.2% | -4.4% | +0.2% | -4.1% |
| 6M | -7.2% | -10.1% | +2.8% | -7.3% |
| YTD | -47.7% | +5.2% | -52.9% | -49.0% |
| 1Y | -46.7% | +4.2% | -50.9% | -47.9% |
| 3Y | -34.1% | +70.1% | -104.1% | -42.3% |
| All | -34.1% | +72.2% | -106.2% | -42.3% |
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