+67.8%
INTU vs XLC
+143.7%
-76.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -2.1% |
| 7D | -7.1% | -0.8% | -6.2% | -6.3% |
| 30D | +1.5% | +1.0% | +0.4% | +0.4% |
| 3M | +10.7% | -0.7% | +11.4% | +11.4% |
| 6M | -23.8% | -5.1% | -18.7% | -19.8% |
| YTD | -49.3% | -4.3% | -45.0% | -47.1% |
| 1Y | -49.7% | -0.6% | -49.1% | -49.7% |
| 3Y | -38.0% | +72.7% | -110.7% | -66.5% |
| 5Y | -38.7% | +38.0% | -76.7% | -57.5% |
| All | +67.8% | +143.7% | -76.0% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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