-38.5%
INTU vs XLB
+35.9%
-74.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.0% | -3.2% |
| 7D | -7.1% | -1.4% | -5.7% | -6.6% |
| 30D | +1.5% | -0.4% | +1.8% | +1.6% |
| 3M | +10.7% | +2.0% | +8.7% | +9.8% |
| 6M | -23.8% | +1.8% | -25.7% | -24.7% |
| YTD | -49.3% | +16.6% | -65.9% | -54.4% |
| 1Y | -49.7% | +16.9% | -66.6% | -54.9% |
| All | -38.5% | +35.9% | -74.4% | -52.6% |
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