+4,607.0%
INTU vs EWJ
+156.6%
+4,450.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.8% | -3.6% |
| 7D | -7.1% | +2.5% | -9.6% | -8.5% |
| 30D | +1.5% | +3.3% | -1.8% | -0.7% |
| 3M | +10.7% | +5.0% | +5.7% | +6.3% |
| 6M | -23.8% | +11.5% | -35.4% | -30.4% |
| YTD | -49.3% | +22.4% | -71.7% | -56.5% |
| 1Y | -49.7% | +30.2% | -79.9% | -58.6% |
| 3Y | -38.0% | +72.8% | -110.8% | -57.9% |
| 5Y | -38.7% | +54.1% | -92.9% | -54.6% |
| 10Y | +221.3% | +140.6% | +80.7% | +85.1% |
| All | +4,607.0% | +156.6% | +4,450.4% | +2,265.5% |
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