+2,000.6%
INTU vs EWT
+491.8%
+1,508.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.2% | -8.1% | -4.2% |
| 7D | -3.9% | -5.0% | +1.0% | -2.4% |
| 30D | +11.7% | -16.3% | +28.0% | +19.6% |
| 3M | +4.5% | -7.2% | +11.7% | +6.0% |
| 6M | -13.9% | -0.5% | -13.4% | -17.8% |
| YTD | -48.2% | +50.6% | -98.8% | -60.1% |
| 1Y | -47.1% | +54.8% | -102.0% | -59.9% |
| 3Y | -32.5% | +155.5% | -188.0% | -60.8% |
| 5Y | -42.6% | +116.4% | -159.0% | -63.3% |
| 10Y | +235.3% | +421.4% | -186.1% | +44.9% |
| All | +2,000.6% | +491.8% | +1,508.8% | +624.4% |
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