-34.1%
INTU vs ESI
+79.1%
-113.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.5% |
| 7D | +0.1% | +5.5% | -5.5% | 0.0% |
| 30D | +10.1% | -7.8% | +17.8% | +10.2% |
| 3M | -4.2% | -15.0% | +10.8% | -3.6% |
| 6M | -7.2% | -24.9% | +17.7% | -6.0% |
| YTD | -47.7% | +33.2% | -80.9% | -55.2% |
| 1Y | -46.7% | +24.9% | -71.6% | -53.6% |
| 3Y | -34.1% | +77.8% | -111.8% | -53.9% |
| All | -34.1% | +79.1% | -113.1% | -53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling