-52.7%
INTU vs XHB
-16.0%
-36.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.7% |
| 7D | -8.5% | -1.9% | -6.5% | -8.6% |
| 30D | -6.1% | -8.3% | +2.2% | -7.2% |
| 3M | +7.3% | -7.1% | +14.5% | +6.4% |
| 6M | -33.2% | -5.3% | -28.0% | -32.8% |
| YTD | -52.2% | -3.2% | -49.0% | -53.0% |
| 1Y | -52.7% | -13.9% | -38.8% | -52.0% |
| All | -52.7% | -16.0% | -36.7% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling