+3,442.5%
INTU vs XLI
+1,079.1%
+2,363.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -1.2% | -1.5% | +0.3% | -0.3% |
| 30D | +12.4% | -0.3% | +12.8% | +12.2% |
| 3M | +2.3% | -8.4% | +10.6% | +9.1% |
| 6M | -13.3% | -2.1% | -11.2% | -13.6% |
| YTD | -47.9% | +9.6% | -57.5% | -53.9% |
| 1Y | -47.2% | +10.7% | -57.8% | -53.6% |
| 3Y | -33.9% | +71.6% | -105.5% | -60.4% |
| 5Y | -41.3% | +70.8% | -112.1% | -63.9% |
| 10Y | +237.9% | +228.0% | +9.9% | +17.0% |
| All | +3,442.5% | +1,079.1% | +2,363.4% | +223.6% |
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