-42.2%
INTU vs EW
-14.5%
-27.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.3% | -5.1% | -4.3% |
| 7D | +0.1% | +11.0% | -10.9% | -3.8% |
| 30D | +15.4% | +19.1% | -3.6% | +8.0% |
| 3M | +6.6% | +14.4% | -7.8% | +1.1% |
| 6M | -11.3% | +22.8% | -34.1% | -18.2% |
| YTD | -47.7% | +19.8% | -67.5% | -51.6% |
| 1Y | -47.0% | +23.9% | -70.9% | -51.6% |
| 3Y | -29.9% | +52.2% | -82.2% | -47.2% |
| All | -42.2% | -14.5% | -27.8% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling