-47.5%
INTU vs EW
+26.8%
-74.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.7% |
| 7D | -3.9% | +12.3% | -16.2% | -7.3% |
| 30D | +11.7% | +22.9% | -11.2% | +5.0% |
| 3M | +4.5% | +16.7% | -12.2% | -0.4% |
| 6M | -13.9% | +31.0% | -44.8% | -19.7% |
| YTD | -48.2% | +22.8% | -71.0% | -49.8% |
| All | -47.5% | +26.8% | -74.3% | -49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling