+14,280.4%
INTU vs ES
+768.0%
+13,512.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.2% |
| 7D | -7.1% | +0.3% | -7.4% | -7.2% |
| 30D | +1.5% | -2.0% | +3.4% | +2.1% |
| 3M | +10.7% | +1.7% | +9.0% | +10.0% |
| 6M | -23.8% | -3.5% | -20.3% | -23.5% |
| YTD | -49.3% | +7.9% | -57.2% | -51.2% |
| 1Y | -49.7% | +17.2% | -66.8% | -53.3% |
| 3Y | -38.0% | +29.3% | -67.3% | -45.8% |
| 5Y | -38.7% | -5.7% | -33.0% | -40.3% |
| 10Y | +221.3% | +85.2% | +136.1% | +147.0% |
| All | +14,280.4% | +768.0% | +13,512.5% | +6,390.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling