+1,956.7%
INTU vs EWT
+594.1%
+1,362.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.9% | -5.2% | -4.2% |
| 7D | -7.1% | +4.0% | -11.0% | -8.8% |
| 30D | +1.5% | +10.3% | -8.9% | -3.3% |
| 3M | +10.7% | +6.1% | +4.6% | +5.3% |
| 6M | -23.8% | +56.6% | -80.5% | -40.9% |
| YTD | -49.3% | +76.6% | -125.9% | -63.1% |
| 1Y | -49.7% | +97.9% | -147.5% | -65.5% |
| 3Y | -38.0% | +198.0% | -236.0% | -65.8% |
| 5Y | -38.7% | +151.8% | -190.5% | -62.9% |
| 10Y | +221.3% | +514.1% | -292.8% | +30.9% |
| All | +1,956.7% | +594.1% | +1,362.6% | +570.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling