-41.3%
INTU vs EOG
+99.8%
-141.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.3% |
| 7D | -1.2% | -2.4% | +1.1% | -0.9% |
| 30D | +12.4% | +2.9% | +9.5% | +11.7% |
| 3M | +2.3% | +7.2% | -5.0% | +0.8% |
| 6M | -13.3% | +18.2% | -31.5% | -16.0% |
| YTD | -47.9% | +48.9% | -96.8% | -51.5% |
| 1Y | -47.2% | +46.7% | -93.8% | -50.8% |
| 3Y | -33.9% | +37.4% | -71.3% | -38.4% |
| 5Y | -41.3% | +103.9% | -145.3% | -47.5% |
| All | -41.3% | +99.8% | -141.1% | -47.5% |
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