+14,587.7%
INTU vs ETR
+2,529.4%
+12,058.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.3% |
| 7D | -3.9% | +1.7% | -5.7% | -4.4% |
| 30D | +11.7% | +8.7% | +3.0% | +9.3% |
| 3M | +4.5% | +4.9% | -0.4% | +3.0% |
| 6M | -13.9% | +0.8% | -14.7% | -14.6% |
| YTD | -48.2% | +23.1% | -71.4% | -51.8% |
| 1Y | -47.1% | +17.9% | -65.0% | -50.2% |
| 3Y | -32.5% | +154.5% | -187.0% | -49.6% |
| 5Y | -42.6% | +160.3% | -202.8% | -57.6% |
| 10Y | +235.3% | +366.9% | -131.7% | +114.9% |
| All | +14,587.7% | +2,529.4% | +12,058.3% | +7,145.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling