+14,779.2%
INTU vs ETR
+2,534.1%
+12,245.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.4% | +0.6% |
| 7D | -3.9% | +0.1% | -4.0% | -4.0% |
| 30D | +12.0% | +7.7% | +4.3% | +9.8% |
| 3M | +2.3% | +5.7% | -3.4% | +0.7% |
| 6M | -12.1% | -0.3% | -11.8% | -12.5% |
| YTD | -47.5% | +23.4% | -70.9% | -51.2% |
| 1Y | -46.9% | +18.5% | -65.4% | -50.0% |
| 3Y | -33.5% | +155.6% | -189.0% | -50.4% |
| 5Y | -41.2% | +158.7% | -199.9% | -56.5% |
| 10Y | +233.5% | +377.8% | -144.3% | +112.7% |
| All | +14,779.2% | +2,534.1% | +12,245.1% | +7,236.0% |
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