-40.2%
INTU vs IEMG
+48.5%
-88.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.2% | +1.6% | +2.1% |
| 7D | -3.3% | -1.3% | -2.1% | -2.6% |
| 30D | -3.9% | +1.9% | -5.8% | -5.2% |
| 3M | +16.6% | +1.4% | +15.2% | +14.1% |
| 6M | -26.4% | +15.2% | -41.6% | -36.1% |
| YTD | -51.0% | +23.8% | -74.8% | -60.7% |
| 1Y | -50.8% | +30.7% | -81.4% | -62.6% |
| 3Y | -40.1% | +83.3% | -123.3% | -68.7% |
| All | -40.2% | +48.5% | -88.7% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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