-42.6%
INTU vs EWJ
+50.3%
-92.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -0.9% |
| 7D | -8.5% | +1.0% | -9.5% | -9.0% |
| 30D | -6.1% | +1.0% | -7.1% | -6.8% |
| 3M | +7.3% | +7.2% | +0.1% | +1.2% |
| 6M | -33.2% | +13.9% | -47.1% | -40.6% |
| YTD | -52.2% | +20.8% | -73.0% | -60.2% |
| 1Y | -52.7% | +26.4% | -79.1% | -62.4% |
| 3Y | -41.6% | +71.8% | -113.4% | -68.1% |
| 5Y | -42.6% | +49.9% | -92.5% | -64.5% |
| All | -42.6% | +50.3% | -92.9% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling