-41.7%
INTU vs XHB
+37.2%
-78.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.7% | -2.9% |
| 7D | -7.5% | +0.2% | -7.7% | -7.6% |
| 30D | -1.9% | -9.1% | +7.1% | +2.8% |
| 3M | +4.9% | -2.3% | +7.2% | +5.1% |
| 6M | -33.2% | -4.1% | -29.1% | -33.3% |
| YTD | -51.4% | -1.7% | -49.7% | -52.9% |
| 1Y | -52.0% | -15.1% | -36.9% | -49.0% |
| 3Y | -40.7% | +26.8% | -67.5% | -57.6% |
| 5Y | -41.7% | +37.3% | -79.1% | -61.0% |
| All | -41.7% | +37.2% | -78.9% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling