+231.4%
INTU vs EWT
+435.9%
-204.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.2% |
| 7D | -1.2% | -3.7% | +2.4% | -0.1% |
| 30D | +12.4% | -17.2% | +29.6% | +23.1% |
| 3M | +2.3% | -7.3% | +9.6% | +3.8% |
| 6M | -13.3% | -1.5% | -11.8% | -19.1% |
| YTD | -47.9% | +49.0% | -96.9% | -65.1% |
| 1Y | -47.2% | +50.6% | -97.8% | -65.0% |
| 3Y | -33.9% | +148.9% | -182.8% | -73.0% |
| 5Y | -41.3% | +116.1% | -157.4% | -72.6% |
| All | +231.4% | +435.9% | -204.5% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 10y: compounded portfolio wealth divided by compounded EWT 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…
10y analysis · Full analysis span regression · 6 months rolling