-41.7%
INTU vs EWT
+154.5%
-196.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.6% | -3.9% |
| 7D | -7.5% | +1.6% | -9.2% | -8.2% |
| 30D | -1.9% | +8.2% | -10.1% | -5.5% |
| 3M | +4.9% | +11.1% | -6.2% | -2.3% |
| 6M | -33.2% | +60.4% | -93.7% | -51.9% |
| YTD | -51.4% | +75.6% | -127.0% | -67.6% |
| 1Y | -52.0% | +91.3% | -143.3% | -70.2% |
| 3Y | -40.7% | +200.3% | -241.0% | -77.6% |
| 5Y | -41.7% | +156.4% | -198.1% | -72.8% |
| All | -41.7% | +154.5% | -196.2% | -72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling