+3,345.9%
INTU vs XLB
+822.6%
+2,523.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.0% | -3.2% |
| 7D | -7.1% | -1.4% | -5.7% | -6.3% |
| 30D | +1.5% | -0.4% | +1.8% | +1.7% |
| 3M | +10.7% | +2.0% | +8.7% | +9.0% |
| 6M | -23.8% | +1.8% | -25.7% | -25.7% |
| YTD | -49.3% | +16.6% | -65.9% | -54.8% |
| 1Y | -49.7% | +16.9% | -66.6% | -55.3% |
| 3Y | -38.0% | +32.6% | -70.6% | -49.4% |
| 5Y | -38.7% | +35.6% | -74.4% | -49.7% |
| 10Y | +221.3% | +160.0% | +61.3% | +78.7% |
| All | +3,345.9% | +822.6% | +2,523.3% | +787.1% |
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