+4,756.9%
INTU vs EWJ
+139.6%
+4,617.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +0.1% | +4.0% | -3.9% | -2.4% |
| 30D | +10.1% | -4.3% | +14.3% | +12.6% |
| 3M | -4.2% | -6.8% | +2.6% | -0.6% |
| 6M | -7.2% | -0.9% | -6.3% | -8.4% |
| YTD | -47.7% | +14.3% | -62.0% | -53.5% |
| 1Y | -46.7% | +15.3% | -62.0% | -52.9% |
| 3Y | -34.1% | +65.6% | -99.7% | -54.3% |
| 5Y | -43.3% | +47.5% | -90.7% | -57.1% |
| 10Y | +232.6% | +126.2% | +106.4% | +98.0% |
| All | +4,756.9% | +139.6% | +4,617.3% | +2,432.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling