+237.9%
INTU vs ES
+87.3%
+150.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -1.2% | +0.9% | -2.1% | -1.5% |
| 30D | +12.4% | +5.9% | +6.5% | +10.1% |
| 3M | +2.3% | -1.0% | +3.3% | +2.6% |
| 6M | -13.3% | +7.2% | -20.5% | -16.0% |
| YTD | -47.9% | +7.0% | -54.9% | -50.0% |
| 1Y | -47.2% | +0.5% | -47.6% | -48.3% |
| 3Y | -33.9% | +48.7% | -82.6% | -47.9% |
| 5Y | -41.3% | +1.9% | -43.3% | -44.5% |
| 10Y | +237.9% | +89.2% | +148.7% | +159.7% |
| All | +237.9% | +87.3% | +150.6% | +159.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling