-42.2%
INTU vs ENB
+46.5%
-88.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.5% | -1.2% | -2.9% |
| 7D | +0.1% | -5.2% | +5.3% | +2.0% |
| 30D | +15.4% | +2.2% | +13.2% | +14.5% |
| 3M | +6.6% | -8.1% | +14.6% | +9.6% |
| 6M | -11.3% | -11.2% | -0.1% | -8.4% |
| YTD | -47.7% | +2.0% | -49.7% | -49.5% |
| 1Y | -47.0% | +4.1% | -51.1% | -49.4% |
| 3Y | -29.9% | +64.7% | -94.7% | -48.9% |
| All | -42.2% | +46.5% | -88.7% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling