-29.9%
INTU vs EW
+51.9%
-81.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.3% | -5.1% | -4.0% |
| 7D | +0.1% | +11.0% | -10.9% | -1.8% |
| 30D | +15.4% | +19.1% | -3.6% | +11.7% |
| 3M | +6.6% | +14.4% | -7.8% | +3.8% |
| 6M | -11.3% | +22.8% | -34.1% | -14.6% |
| YTD | -47.7% | +19.8% | -67.5% | -49.5% |
| 1Y | -47.0% | +23.9% | -70.9% | -49.1% |
| 3Y | -29.9% | +52.2% | -82.2% | -37.0% |
| All | -29.9% | +51.9% | -81.9% | -37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling