+236.7%
INTU vs ETR
+378.9%
-142.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | +0.1% | +1.2% | -1.1% | -0.4% |
| 30D | +10.1% | +7.0% | +3.1% | +7.3% |
| 3M | -4.2% | +4.6% | -8.8% | -5.9% |
| 6M | -7.2% | +0.1% | -7.4% | -8.1% |
| YTD | -47.7% | +23.2% | -70.9% | -53.2% |
| 1Y | -46.7% | +20.6% | -67.3% | -51.9% |
| 3Y | -34.1% | +156.3% | -190.3% | -59.7% |
| 5Y | -43.3% | +159.6% | -202.9% | -66.1% |
| All | +236.7% | +378.9% | -142.2% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling