+211.1%
INTU vs ESI
+307.6%
-96.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.3% |
| 7D | -7.5% | +5.4% | -12.9% | -9.0% |
| 30D | -1.9% | -4.2% | +2.2% | -1.0% |
| 3M | +4.9% | -9.6% | +14.5% | +5.6% |
| 6M | -33.2% | +18.3% | -51.5% | -40.2% |
| YTD | -51.4% | +45.8% | -97.2% | -60.3% |
| 1Y | -52.0% | +39.2% | -91.1% | -60.4% |
| 3Y | -40.7% | +86.3% | -127.0% | -57.7% |
| 5Y | -41.7% | +76.2% | -117.9% | -57.7% |
| 10Y | +211.1% | +306.8% | -95.6% | +63.7% |
| All | +211.1% | +307.6% | -96.5% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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