+3,453.5%
INTU vs XLB
+818.2%
+2,635.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.0% | -3.3% |
| 7D | +0.1% | -1.5% | +1.6% | +1.1% |
| 30D | +15.4% | +6.1% | +9.4% | +11.4% |
| 3M | +6.6% | 0.0% | +6.5% | +6.5% |
| 6M | -11.3% | 0.0% | -11.3% | -11.9% |
| YTD | -47.7% | +16.0% | -63.7% | -53.3% |
| 1Y | -47.0% | +24.7% | -71.8% | -54.8% |
| 3Y | -29.9% | +40.4% | -70.3% | -44.8% |
| 5Y | -42.2% | +30.7% | -72.9% | -51.5% |
| 10Y | +251.7% | +173.3% | +78.4% | +90.4% |
| All | +3,453.5% | +818.2% | +2,635.3% | +817.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling