-51.8%
INTU vs EWJ
+24.8%
-76.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.5% |
| 7D | -9.2% | -1.5% | -7.7% | -9.5% |
| 30D | -7.0% | +0.2% | -7.2% | -7.0% |
| 3M | +10.5% | +8.6% | +1.9% | +12.7% |
| 6M | -30.6% | +12.1% | -42.7% | -29.2% |
| YTD | -52.3% | +20.1% | -72.4% | -52.9% |
| 1Y | -51.8% | +25.2% | -77.0% | -53.1% |
| All | -51.8% | +24.8% | -76.6% | -53.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling