+237.9%
INTU vs EW
+234.0%
+3.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | +1.0% |
| 7D | -1.2% | +9.3% | -10.5% | -5.2% |
| 30D | +12.4% | +22.1% | -9.6% | +2.7% |
| 3M | +2.3% | +13.0% | -10.7% | -3.5% |
| 6M | -13.3% | +30.1% | -43.4% | -23.4% |
| YTD | -47.9% | +22.0% | -69.9% | -52.9% |
| 1Y | -47.2% | +23.7% | -70.9% | -52.6% |
| 3Y | -33.9% | +62.0% | -95.9% | -52.4% |
| 5Y | -41.3% | -12.4% | -28.9% | -42.0% |
| 10Y | +237.9% | +236.1% | +1.8% | +110.9% |
| All | +237.9% | +234.0% | +3.9% | +110.9% |
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