+3,345.9%
INTU vs XLI
+1,121.5%
+2,224.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.8% | -3.7% |
| 7D | -7.1% | -1.1% | -6.0% | -6.3% |
| 30D | +1.5% | -5.9% | +7.4% | +6.6% |
| 3M | +10.7% | -0.3% | +10.9% | +9.6% |
| 6M | -23.8% | +0.1% | -24.0% | -26.1% |
| YTD | -49.3% | +13.6% | -62.9% | -56.2% |
| 1Y | -49.7% | +17.2% | -66.8% | -57.7% |
| 3Y | -38.0% | +68.2% | -106.2% | -62.0% |
| 5Y | -38.7% | +80.7% | -119.5% | -63.8% |
| 10Y | +221.3% | +253.3% | -31.9% | +5.1% |
| All | +3,345.9% | +1,121.5% | +2,224.3% | +207.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling