-34.1%
INTU vs XLB
+43.9%
-77.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | +0.1% | +0.5% | -0.5% | -0.2% |
| 30D | +10.1% | +5.2% | +4.9% | +8.1% |
| 3M | -4.2% | +0.3% | -4.5% | -4.3% |
| 6M | -7.2% | +1.2% | -8.4% | -7.7% |
| YTD | -47.7% | +16.6% | -64.3% | -52.8% |
| 1Y | -46.7% | +21.4% | -68.1% | -53.2% |
| 3Y | -34.1% | +43.2% | -77.3% | -50.5% |
| All | -34.1% | +43.9% | -77.9% | -50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling