+233.5%
INTU vs ES
+92.3%
+141.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.1% |
| 7D | -3.9% | +0.1% | -4.0% | -4.0% |
| 30D | +12.0% | +6.7% | +5.3% | +9.3% |
| 3M | +2.3% | +0.3% | +2.0% | +2.2% |
| 6M | -12.1% | +7.4% | -19.5% | -14.8% |
| YTD | -47.5% | +8.4% | -55.9% | -49.9% |
| 1Y | -46.9% | +0.6% | -47.5% | -48.0% |
| 3Y | -33.5% | +50.6% | -84.1% | -47.9% |
| 5Y | -41.2% | +4.8% | -46.1% | -45.1% |
| 10Y | +233.5% | +93.1% | +140.4% | +152.7% |
| All | +233.5% | +92.3% | +141.2% | +152.7% |
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