+235.2%
INTU vs XLI
+226.3%
+8.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | 0.0% |
| 7D | -4.1% | +4.3% | -8.4% | -7.5% |
| 30D | +12.8% | +0.5% | +12.4% | +11.9% |
| 3M | +2.1% | -8.6% | +10.7% | +9.2% |
| 6M | -11.5% | -2.3% | -9.2% | -11.7% |
| YTD | -47.9% | +10.1% | -58.0% | -54.4% |
| 1Y | -47.7% | +11.0% | -58.7% | -54.6% |
| 3Y | -34.0% | +72.3% | -106.2% | -62.4% |
| 5Y | -43.5% | +70.8% | -114.4% | -67.1% |
| All | +235.2% | +226.3% | +8.9% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 10y: compounded portfolio wealth divided by compounded XLI 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…
10y analysis · Full analysis span regression · 6 months rolling