-29.9%
INTU vs ENB
+63.8%
-93.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.5% | -1.2% | -3.7% |
| 7D | +0.1% | -5.2% | +5.3% | +0.2% |
| 30D | +15.4% | +2.2% | +13.2% | +15.4% |
| 3M | +6.6% | -8.1% | +14.6% | +6.8% |
| 6M | -11.3% | -11.2% | -0.1% | -11.5% |
| YTD | -47.7% | +2.0% | -49.7% | -48.9% |
| 1Y | -47.0% | +4.1% | -51.1% | -48.6% |
| 3Y | -29.9% | +64.7% | -94.7% | -37.9% |
| All | -29.9% | +63.8% | -93.7% | -37.9% |
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