-41.5%
INTU vs ETN
+82.3%
-123.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.4% |
| 7D | -8.5% | +6.2% | -14.7% | -8.9% |
| 30D | -6.1% | -6.7% | +0.6% | -5.7% |
| 3M | +7.3% | +3.6% | +3.7% | +6.0% |
| 6M | -33.2% | +18.3% | -51.5% | -37.1% |
| YTD | -52.2% | +31.5% | -83.6% | -57.0% |
| 1Y | -52.7% | +20.6% | -73.2% | -56.4% |
| All | -41.5% | +82.3% | -123.8% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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