-38.4%
INTU vs XLB
+36.1%
-74.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.0% | -3.1% |
| 7D | -7.1% | -1.4% | -5.7% | -6.1% |
| 30D | +1.5% | -0.4% | +1.8% | +1.7% |
| 3M | +10.7% | +2.0% | +8.7% | +8.6% |
| 6M | -23.8% | +1.8% | -25.7% | -26.3% |
| YTD | -49.3% | +16.6% | -65.9% | -57.2% |
| 1Y | -49.7% | +16.9% | -66.6% | -57.7% |
| 3Y | -38.0% | +32.6% | -70.6% | -55.6% |
| All | -38.4% | +36.1% | -74.6% | -55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling