+210.2%
INTU vs ETR
+303.8%
-93.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.1% |
| 7D | -8.5% | +0.4% | -8.8% | -8.6% |
| 30D | -6.1% | +2.0% | -8.2% | -7.0% |
| 3M | +7.3% | -1.7% | +9.0% | +7.6% |
| 6M | -33.2% | +3.6% | -36.8% | -35.3% |
| YTD | -52.2% | +18.0% | -70.2% | -56.4% |
| 1Y | -52.7% | +26.2% | -78.9% | -58.3% |
| 3Y | -41.6% | +148.0% | -189.6% | -63.9% |
| 5Y | -42.6% | +126.1% | -168.7% | -63.3% |
| All | +210.2% | +303.8% | -93.6% | +58.4% |
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