-49.7%
INTU vs ES
+16.6%
-66.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.5% |
| 7D | -7.1% | +0.3% | -7.4% | -7.0% |
| 30D | +1.5% | -2.0% | +3.4% | +1.0% |
| 3M | +10.7% | +1.7% | +9.0% | +11.6% |
| 6M | -23.8% | -3.5% | -20.3% | -23.0% |
| YTD | -49.3% | +7.9% | -57.2% | -48.5% |
| 1Y | -49.7% | +17.2% | -66.8% | -50.3% |
| All | -49.7% | +16.6% | -66.2% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling