-41.7%
INTU vs EW
-28.5%
-13.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.5% | -0.6% | -2.8% |
| 7D | -7.5% | -4.4% | -3.1% | -5.9% |
| 30D | -1.9% | -3.3% | +1.4% | -0.6% |
| 3M | +4.9% | +1.0% | +3.8% | +4.4% |
| 6M | -33.2% | +6.2% | -39.4% | -34.9% |
| YTD | -51.4% | +1.7% | -53.1% | -52.0% |
| 1Y | -52.0% | +8.1% | -60.1% | -53.8% |
| 3Y | -40.7% | +17.1% | -57.8% | -49.6% |
| 5Y | -41.7% | -29.4% | -12.4% | -31.2% |
| All | -41.7% | -28.5% | -13.2% | -31.2% |
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