-52.0%
INTU vs XLB
+14.8%
-66.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.2% | -4.3% |
| 7D | -7.5% | -0.2% | -7.3% | -7.6% |
| 30D | -1.9% | -1.7% | -0.2% | -2.3% |
| 3M | +4.9% | +4.4% | +0.5% | +6.5% |
| 6M | -33.2% | +5.0% | -38.2% | -32.2% |
| YTD | -51.4% | +15.5% | -66.9% | -53.2% |
| 1Y | -52.0% | +14.9% | -66.9% | -54.1% |
| All | -52.0% | +14.8% | -66.8% | -54.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling