-47.5%
INTU vs XLB
+24.8%
-72.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -0.7% |
| 7D | -3.9% | -1.4% | -2.6% | -4.2% |
| 30D | +11.7% | +7.1% | +4.6% | +13.4% |
| 3M | +4.5% | +0.6% | +3.9% | +4.2% |
| 6M | -13.9% | +3.5% | -17.4% | -12.8% |
| YTD | -48.2% | +18.2% | -66.5% | -49.7% |
| All | -47.5% | +24.8% | -72.3% | -50.7% |
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