-40.7%
INTU vs EWZ
+50.2%
-90.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.0% | -6.1% | -4.3% |
| 7D | -7.5% | +5.6% | -13.1% | -8.0% |
| 30D | -1.9% | +9.3% | -11.2% | -2.8% |
| 3M | +4.9% | +15.7% | -10.8% | +2.9% |
| 6M | -33.2% | +7.4% | -40.7% | -34.2% |
| YTD | -51.4% | +22.7% | -74.1% | -54.2% |
| 1Y | -52.0% | +36.4% | -88.4% | -56.6% |
| 3Y | -40.7% | +50.4% | -91.1% | -49.5% |
| All | -40.7% | +50.2% | -90.9% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 3y: compounded portfolio wealth divided by compounded EWZ 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…
3y analysis · Full analysis span regression · 6 months rolling