+211.0%
INTU vs EW
+121.7%
+89.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -0.9% | -1.3% |
| 7D | -8.5% | -5.1% | -3.3% | -6.3% |
| 30D | -6.1% | -6.4% | +0.2% | -3.4% |
| 3M | +7.3% | -1.6% | +8.9% | +8.1% |
| 6M | -33.2% | +2.3% | -35.5% | -34.0% |
| YTD | -52.2% | +1.1% | -53.3% | -52.8% |
| 1Y | -52.7% | +8.0% | -60.7% | -54.8% |
| 3Y | -41.6% | +16.3% | -58.0% | -50.1% |
| 5Y | -42.6% | -29.4% | -13.2% | -37.4% |
| 10Y | +211.0% | +125.6% | +85.4% | +116.3% |
| All | +211.0% | +121.7% | +89.4% | +116.3% |
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