+236.7%
INTU vs EW
+254.3%
-17.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.8% | -0.1% |
| 7D | +0.1% | +4.9% | -4.8% | -2.1% |
| 30D | +10.1% | +23.9% | -13.9% | -0.2% |
| 3M | -4.2% | +15.8% | -19.9% | -10.6% |
| 6M | -7.2% | +31.7% | -38.9% | -18.4% |
| YTD | -47.7% | +25.7% | -73.4% | -53.4% |
| 1Y | -46.7% | +24.4% | -71.1% | -52.3% |
| 3Y | -34.1% | +65.9% | -99.9% | -53.1% |
| 5Y | -43.3% | -7.6% | -35.7% | -45.3% |
| All | +236.7% | +254.3% | -17.6% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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