+503.5%
INTU vs IEMG
+143.9%
+359.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.2% |
| 7D | -7.5% | +2.8% | -10.3% | -9.3% |
| 30D | -1.9% | +4.6% | -6.6% | -5.2% |
| 3M | +4.9% | +5.5% | -0.6% | -1.0% |
| 6M | -33.2% | +19.7% | -52.9% | -43.9% |
| YTD | -51.4% | +25.5% | -76.9% | -61.0% |
| 1Y | -52.0% | +35.5% | -87.5% | -63.9% |
| 3Y | -40.7% | +88.0% | -128.7% | -66.1% |
| 5Y | -41.7% | +50.6% | -92.3% | -60.1% |
| 10Y | +211.1% | +138.4% | +72.8% | +53.6% |
| All | +503.5% | +143.9% | +359.7% | +181.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling