+243.1%
INTU vs ES
+85.7%
+157.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -0.9% | -2.7% |
| 7D | +0.1% | +1.9% | -1.8% | -0.5% |
| 30D | +15.4% | +7.1% | +8.4% | +12.6% |
| 3M | +6.6% | -1.9% | +8.5% | +7.3% |
| 6M | -11.3% | +4.4% | -15.7% | -13.2% |
| YTD | -47.7% | +7.3% | -55.0% | -49.9% |
| 1Y | -47.0% | +2.1% | -49.2% | -48.5% |
| 3Y | -29.9% | +41.8% | -71.8% | -43.4% |
| 5Y | -42.2% | +1.4% | -43.7% | -45.2% |
| All | +243.1% | +85.7% | +157.4% | +170.1% |
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