+14,280.4%
INTU vs ETN
+11,881.6%
+2,398.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.5% | -6.8% | -4.8% |
| 7D | -7.1% | +2.0% | -9.1% | -7.9% |
| 30D | +1.5% | -7.9% | +9.4% | +4.4% |
| 3M | +10.7% | -1.6% | +12.3% | +8.3% |
| 6M | -23.8% | +16.9% | -40.7% | -32.4% |
| YTD | -49.3% | +30.1% | -79.4% | -57.5% |
| 1Y | -49.7% | +19.3% | -69.0% | -56.5% |
| 3Y | -38.0% | +82.5% | -120.5% | -57.3% |
| 5Y | -38.7% | +166.8% | -205.6% | -64.6% |
| 10Y | +221.3% | +649.7% | -428.4% | +13.5% |
| All | +14,280.4% | +11,881.6% | +2,398.9% | +1,463.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling