-33.9%
INTU vs XHB
+38.6%
-72.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +1.1% |
| 7D | -1.2% | +1.2% | -2.4% | -1.5% |
| 30D | +12.4% | +8.9% | +3.6% | +10.8% |
| 3M | +2.3% | -4.2% | +6.4% | +2.7% |
| 6M | -13.3% | +1.4% | -14.7% | -13.9% |
| YTD | -47.9% | +1.2% | -49.1% | -48.8% |
| 1Y | -47.2% | -1.3% | -45.9% | -47.8% |
| 3Y | -33.9% | +36.6% | -70.5% | -45.6% |
| All | -33.9% | +38.6% | -72.5% | -45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling