+217.8%
INTU vs EWJ
+144.4%
+73.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.2% | +0.6% | +1.0% |
| 7D | -3.3% | +0.3% | -3.6% | -3.5% |
| 30D | -3.9% | +0.8% | -4.7% | -4.7% |
| 3M | +16.6% | +7.5% | +9.1% | +8.4% |
| 6M | -26.4% | +15.6% | -42.0% | -36.9% |
| YTD | -51.0% | +22.7% | -73.7% | -60.9% |
| 1Y | -50.8% | +26.4% | -77.2% | -62.0% |
| 3Y | -40.1% | +72.5% | -112.6% | -67.6% |
| 5Y | -41.2% | +52.4% | -93.7% | -63.7% |
| All | +217.8% | +144.4% | +73.3% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 10y: compounded portfolio wealth divided by compounded EWJ 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…
10y analysis · Full analysis span regression · 6 months rolling