+15,309.0%
INTU vs ES
+788.9%
+14,520.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -1.2% |
| 7D | +7.1% | +5.9% | +1.2% | +5.1% |
| 30D | +23.0% | +10.2% | +12.8% | +19.1% |
| 3M | +8.7% | +0.4% | +8.3% | +8.5% |
| 6M | -10.1% | +6.9% | -17.0% | -12.5% |
| YTD | -45.7% | +10.5% | -56.2% | -48.2% |
| 1Y | -45.1% | +3.2% | -48.3% | -46.6% |
| 3Y | -26.9% | +49.0% | -76.0% | -39.1% |
| 5Y | -40.0% | +4.5% | -44.4% | -43.5% |
| 10Y | +265.4% | +92.3% | +173.1% | +177.5% |
| All | +15,309.0% | +788.9% | +14,520.0% | +6,799.8% |
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