-41.2%
INTU vs EWJ
+49.8%
-91.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | -0.5% |
| 7D | -3.9% | -1.9% | -2.1% | -3.1% |
| 30D | +12.0% | -5.3% | +17.3% | +15.4% |
| 3M | +2.3% | -4.3% | +6.6% | +4.4% |
| 6M | -12.1% | +0.4% | -12.5% | -14.2% |
| YTD | -47.5% | +14.7% | -62.3% | -55.3% |
| 1Y | -46.9% | +14.7% | -61.6% | -54.8% |
| 3Y | -33.5% | +66.2% | -99.7% | -63.9% |
| 5Y | -41.2% | +50.2% | -91.4% | -63.2% |
| All | -41.2% | +49.8% | -91.1% | -63.2% |
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