+243.1%
INTU vs XLP
+126.4%
+116.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.3% | -2.5% | -2.5% |
| 7D | +0.1% | +0.7% | -0.6% | -0.5% |
| 30D | +15.4% | +10.3% | +5.2% | +5.6% |
| 3M | +6.6% | +6.5% | 0.0% | +0.8% |
| 6M | -11.3% | +8.4% | -19.7% | -17.2% |
| YTD | -47.7% | +18.2% | -65.9% | -55.8% |
| 1Y | -47.0% | +22.4% | -69.4% | -56.8% |
| 3Y | -29.9% | +41.9% | -71.8% | -52.2% |
| 5Y | -42.2% | +40.9% | -83.1% | -59.9% |
| All | +243.1% | +126.4% | +116.7% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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