+1,231.5%
INTU vs EW
+7,937.2%
-6,705.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.3% | -5.1% | -4.2% |
| 7D | +0.1% | +11.0% | -10.9% | -3.1% |
| 30D | +15.4% | +19.1% | -3.6% | +9.4% |
| 3M | +6.6% | +14.4% | -7.8% | +2.1% |
| 6M | -11.3% | +22.8% | -34.1% | -17.0% |
| YTD | -47.7% | +19.8% | -67.5% | -50.9% |
| 1Y | -47.0% | +23.9% | -70.9% | -50.7% |
| 3Y | -29.9% | +52.2% | -82.2% | -41.4% |
| 5Y | -42.2% | -13.9% | -28.3% | -42.6% |
| 10Y | +251.7% | +241.9% | +9.8% | +143.1% |
| All | +1,231.5% | +7,937.2% | -6,705.8% | +323.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling