-41.5%
INTU vs XLI
+69.4%
-110.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.9% |
| 7D | -8.5% | -0.6% | -7.9% | -8.2% |
| 30D | -6.1% | -6.9% | +0.8% | -3.4% |
| 3M | +7.3% | -1.9% | +9.3% | +7.2% |
| 6M | -33.2% | +1.0% | -34.3% | -35.0% |
| YTD | -52.2% | +11.3% | -63.5% | -57.5% |
| 1Y | -52.7% | +15.8% | -68.5% | -59.5% |
| All | -41.5% | +69.4% | -110.9% | -67.7% |
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