+434.2%
INTU vs ESI
+224.6%
+209.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.9% | -6.3% | -4.0% |
| 7D | -7.1% | +3.3% | -10.4% | -7.8% |
| 30D | +1.5% | -5.9% | +7.3% | +2.6% |
| 3M | +10.7% | -14.1% | +24.7% | +12.8% |
| 6M | -23.8% | +6.6% | -30.4% | -27.8% |
| YTD | -49.3% | +45.0% | -94.3% | -56.1% |
| 1Y | -49.7% | +41.5% | -91.1% | -56.2% |
| 3Y | -38.0% | +78.8% | -116.8% | -50.3% |
| 5Y | -38.7% | +70.9% | -109.6% | -50.4% |
| 10Y | +221.3% | +317.1% | -95.7% | +109.9% |
| All | +434.2% | +224.6% | +209.6% | +274.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling