-33.9%
INTU vs XLI
+73.1%
-107.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -1.2% | -1.5% | +0.3% | -0.8% |
| 30D | +12.4% | -0.3% | +12.8% | +12.4% |
| 3M | +2.3% | -8.4% | +10.6% | +5.3% |
| 6M | -13.3% | -2.1% | -11.2% | -13.9% |
| YTD | -47.9% | +9.6% | -57.5% | -53.4% |
| 1Y | -47.2% | +10.7% | -57.8% | -53.1% |
| 3Y | -33.9% | +71.6% | -105.5% | -62.5% |
| All | -33.9% | +73.1% | -107.0% | -62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling