+211.1%
INTU vs XLB
+159.0%
+52.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.2% | -3.4% |
| 7D | -7.5% | -0.2% | -7.3% | -7.4% |
| 30D | -1.9% | -1.7% | -0.2% | -0.6% |
| 3M | +4.9% | +4.4% | +0.5% | +1.0% |
| 6M | -33.2% | +5.0% | -38.2% | -36.9% |
| YTD | -51.4% | +15.5% | -66.9% | -58.1% |
| 1Y | -52.0% | +14.9% | -66.9% | -58.5% |
| 3Y | -40.7% | +34.5% | -75.2% | -56.1% |
| 5Y | -41.7% | +36.5% | -78.3% | -56.6% |
| 10Y | +211.1% | +159.6% | +51.5% | +31.3% |
| All | +211.1% | +159.0% | +52.2% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 10y: compounded portfolio wealth divided by compounded XLB 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…
10y analysis · Full analysis span regression · 6 months rolling