-42.6%
INTU vs ETN
+175.0%
-217.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.1% |
| 7D | -8.5% | +6.2% | -14.7% | -10.0% |
| 30D | -6.1% | -6.7% | +0.6% | -4.7% |
| 3M | +7.3% | +3.6% | +3.7% | +4.0% |
| 6M | -33.2% | +18.3% | -51.5% | -40.2% |
| YTD | -52.2% | +31.5% | -83.6% | -59.8% |
| 1Y | -52.7% | +20.6% | -73.2% | -59.0% |
| 3Y | -41.6% | +82.5% | -124.2% | -63.7% |
| All | -42.6% | +175.0% | -217.7% | -75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling