-42.6%
INTU vs EOG
+179.2%
-221.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.7% |
| 7D | -8.5% | -1.3% | -7.1% | -8.3% |
| 30D | -6.1% | +3.4% | -9.5% | -6.7% |
| 3M | +7.3% | +7.8% | -0.5% | +5.8% |
| 6M | -33.2% | +13.4% | -46.6% | -34.7% |
| YTD | -52.2% | +43.5% | -95.6% | -54.9% |
| 1Y | -52.7% | +29.7% | -82.4% | -54.7% |
| 3Y | -41.6% | +23.2% | -64.8% | -44.3% |
| 5Y | -42.6% | +176.4% | -219.1% | -47.2% |
| All | -42.6% | +179.2% | -221.9% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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